What is the best way to check for memory leaks in c++?

I'm implementing a sparse matrix with linked lists and it's not fun to manually check for leaks, any thoughts?

From stackoverflow

• The valgrind profiler for Unix offers a decent leak detection.

  However, this is only one part of a successful approach. The other part is to prevent (i.e. minimize) explicit memory handling. Smart pointers and allocators can help a great deal in preventing memory leaks. Also, do use the STL classes: a leak-free linked list implementation is already provided by std::list.

  Bernard : <3 valgrind. But yes, a tool, not a complete solution.

• If you use Anjuta,you can use valgrind module.

• On Windows:

  Compuware BoundChecker (bit costly but very nice)

  Visual LeakDetector (free, google it)

  On Linux/Unix:

  Purify

  Ferruccio : Purify is available for Windows too.

• The original version of Purify on Unix was brilliant. But the Windows version produced after Rational bought it is terrible. Flakey as hell. Avoid at all costs.

• You can read good article about memory leaks on Wikipedia: http://en.wikipedia.org/wiki/Memory_leak

  This page also has the good links to other articles and even programms that will help you a lot.