There are several tools for detecting memory-related bugs in C / C++ programs, such as memory leaks or illegal array indices. These programs include Dmalloc, Efence, Njamd and many others. I've used dmalloc quite a bit recently, and it seems pretty good. See It doesn't slow the program too much or hog too much memory.

Njamd ("Not just another memory debugger") also looked promising, but I was unable to use it without recompiling the kernel, because my program allocated too many chunks of memory.

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