Valgrind is an instrumentation framework for building dynamic analysis tools. In other words it allows to check for memory-leaks and profile software applications.
Since reading it's manual page takes a bit to get through here are some command-lines to remember for easy usage.
valgrind --tool=memcheck --leak-check=full --leak-resolution=high --num-callers=50 --show-reachable=yes <program> <args>