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I believe one of the major differences was the Pentium has a better or faster (or in the most extreme case, just has) a hardware floating point unit. But it's mainly the Pentium has more hardware acceleration in it so it can perform things like math and other computationally intensive functions faster.
You won't notice it for things like Word processors though. Video, graphics, games, and simulations yes.
I'm not sure about the FPU (I'll go with dknguyen on that one) but another difference is the presence/amount of L2 cache on board. Different iterations of the Celeron may have no L2 cache, or simply less/slower L2 than the equivalent Pentium.
As dknguyen noted though, the difference won't be that noticeable for regular office/desktop apps; anything processor-intensive (games, 3D/graphics, etc) will show the performance hit more.
i want to bought a laptop for my regular computing job. My preferred software is adobe illustrator,excel,power point,PDF,to storing & viewing digital camera image.viewing video.price is deffer at least 150 us dollar less for celerone then pentium4 what can i do ?