On a GNU/Linux machine, if one wants to do \"real-time\"(sub millisecond time critical) tasks, you almost invariably have to go through the lengthy, complex, and problem prone p
MRG
Sub-millisecond is going to be hard to guarantee on a non-RT kernel. I know a lot of very good work has taken place over recent years (e.g. the big kernel lock has gone), but that's still not enough to guarantee it.
You could take a look at Scientific Linux from those friendly atom-botherers at CERN and Fermilab. That can have MRG installed (see my link), which gives you a pre-pack setup of the PREEMPT_RT patch.
Or if you've got the money you could get Redhat MRG. That's a fully supported Linux distro with the PREEMPT-RT patch built in, so that would do away with the problem prone patching of the kernel.
Thing is, Redhat charge a lot for it ($3000 PER YEAR PER INSTALLATION). I think they've tumbled that one of the biggest customers for it is the high speed trading investors who have still gots $lots-and-lots and so won't notice $3000/box/year going out the door.
How I Got On with MRG
I've done a fair bit of work with MRG (using both of the above), and it is pretty good. It replaces the interrupt service routines in the stock kernel with threads to service the interrupt. That means that you can run your software at priorities higher than the IRQ threads! That's the sort of thing you have to do if you want to get close to guaranteeing sub-millisecond latency on your application.
There seems to be a gradual drift of MRG things into the mainline kernel, which is a good thing in my opinion. Maybe one day it will become the mainline thing.
Other Gotchas
Modern CPU thermal management can be a real pain in the neck. I've had systems which lock up for 0.3 seconds whilst a System Management Interrupt was being serviced (by the bleedin' BIOS, not the OS), just because the CPU's warmed up a little bit. See this. So you have to be wary of what your underlying hardware does. Generally you have to start worry about ditching the managed cooling of modern PCs and go back to a big fan spinning fast all the time.