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yup i386 binary can run on i686 but i686 ones cannot run on i386. It is like a corolla can run on 93 octane fuel but a Lexus would have severe knocking (and would not run at all in some cases) when run on 87 octane fuel.
Something along the lines of (not sure of the exact specifics)
i386 = Pentium I ,II and III
i686 = Pentium IV and newer
i386 covers the basic Intel X86 architecture:
i386 = Intel 386, and all related Cyrix and AMD chips ... and above
i486 = Intel 486 ...and above (and Cyrix Via C3!)
i586 = Pentium (vanilla) and Pentium Pro (and above)
i686 = PII, PIII, PIV, AMD K6 (and also Athlon and Athlon XP)
K7 = Athlon, Athlon-XP
I have a system with a Celeron 500. I assume that would be i686?
Yes. A Celeron is basically a Pentium III plus some extra goodies.
You can use any arch from i386 to i686 on this machine. The only consideration would be that the higher the number, the more optimized and fast the aplication.
But this is also questionable. As a rule of thumb prefer i686 packages over i386.
I forgot to say, in relation to CPUs, that the processors in fact inherit the instruction sets from the earlier ones. Thus a PIII can use stuff compiled for the i386 instruction set: These instructions are indeed a subset of the instructions of the latter CPUs. So a Pentium IV is able to interpret code compiled for any of it's 'parents', be it i386, i486 or i586 (except for some Pentium Pro extensions obsoleted by MMX).
A Celeron is basically a Pentium III plus some extra goodies.
Actually, different models of Celerons are based on Pentium II, Pentium III, or Pentium 4, and then made shittier (by providing less cache or using a slower bus) to reduce the price; but yes, they are all i686.