In VS 10, I set "Vectorizer Diagnostic Level" to "n=2" and "Optimization Diagnostic Phase" to "hpo" as directed in "A Guide to Vectorization with Intel C++ Compilers". However, (this may be a silly question), where is that report? There is neither something to be shown in "output", nor project directory.
The vectorization diagnostics are usually emitted as part of the normal compiler diagnostic output, e.g.
$ icc -Wall -msse3 foo.c -vec-report=2 -o foo
...
foo.c(1337): (col. 5) remark: loop was not vectorized: existence of vector dependence.
foo.c(1337): (col. 5) remark: loop was not vectorized: not inner loop.
foo.c(1337): (col. 5) remark: loop was not vectorized: not inner loop.
foo.c(1337): (col. 5) remark: loop was not vectorized: existence of vector dependence.
foo.c(1337): (col. 5) remark: loop was not vectorized: existence of vector dependence.
foo.c(1337): (col. 5) remark: loop was not vectorized: nonstandard loop is not a vectorization candidate.
foo.c(1337): (col. 5) remark: loop was not vectorized: not inner loop.
foo.c(1337): (col. 5) remark: LOOP WAS VECTORIZED.
foo.c(1339): (col. 5) remark: loop was not vectorized: existence of vector dependence.
foo.c(1339): (col. 5) remark: loop was not vectorized: existence of vector dependence.
foo.c(1339): (col. 5) remark: loop was not vectorized: not inner loop.
foo.c(1339): (col. 5) remark: loop was not vectorized: statement cannot be vectorized.
foo.c(1339): (col. 5) remark: loop was not vectorized: not inner loop.
...
$