Memory Leak in Matlab when calling a C++ mexfile - c++

Question

Dear stackoverflow community,
I am currently working on a MEX function that itself calls external C++ code.
I am calling my MEX in a loop.
Here is my mexfile:
#include "mex.h"
#include "OOMP.h"
#include <iostream>
using namespace std;
/*
function [h, Di, beta, c, Q, NorQ] = OOMP_v4(f, D, tol,ind,No)
%OOMP Optimized Orthogonal Matching Pursuit
%
% It creates an atomic decomposition of a siganl
% using OOMP criterion. You can choose a tolerance,
% the number of atoms to take in or an initial subspace to influence the OOMP algorithm.
%
%
% Usage: [h, Di, c, beta, Q, NorQ ] = OOMP_v2(f, D, tol,ind, No);
% [h, Di, c] = OOMP_v2(f, D, tol,ind, No);
*/
void mexFunction(int nlhs, mxArray *plhs[] , int nrhs, const mxArray *prhs[])
{
/* Begin input validation */
if(nrhs != 5)
{
mexErrMsgTxt("Wrong number of input arguments");
}
// Check we are being passed real full and non string variables
for ( int i = 0; i < nrhs; i++ )
{
if ( mxIsComplex(prhs[i]) || mxIsClass(prhs[i],"sparse") || mxIsChar(prhs[i]) || !mxIsDouble(prhs[i]) )
{
mexErrMsgTxt("Input must be double, real, full,and nonstring");
}
}
// First check f is a vector
if ((mxGetM(prhs[0]) !=1) || (mxGetN(prhs[0]) == 1))
{
mexErrMsgTxt("f should be a line vector");
}
// Validate D
if ( (mxGetM(prhs[1])) != (mxGetN(prhs[0])) )
{
mexPrintf("The atoms in the dictionary D are of length %i and should be of length %i\n",mxGetM(prhs[1]),mxGetN(prhs[0]));
mexErrMsgTxt("Error!!\n");
}
if ((mxGetM(prhs[1])) == 1)
{
mexErrMsgTxt("The dictionary D should contain more than 1 atom!!\n");
}
long L = mxGetM(prhs[1]);
long N = mxGetN(prhs[1]);
long numInd = mxGetN(prhs[3]);
Matrix *f = new Matrix(mxGetPr(prhs[0]),1,L, 'T');
Matrix *D = new Matrix(mxGetPr(prhs[1]),L,N,'T');
double tol = mxGetScalar(prhs[2]);
Matrix *mind = new Matrix(mxGetPr(prhs[3]),1,numInd);
long No = mxGetScalar(prhs[4]);
/* Begin Output validation */
if ( nlhs <3 || nlhs >6)
{
mexErrMsgTxt("Wrong number of output arguments");
}
Matrix *h = new Matrix(1,L,0);
Matrix *Di= new Matrix(1,0,0);
Matrix *beta= new Matrix(L,0,0);
Matrix *c= new Matrix(1,0,0);
Matrix *Q= new Matrix(L,0,0);
Matrix *NorQ= new Matrix((long)0,1,0);
int fail =OOMP_v4(f,D,tol,mind,No ,L, N,h,Di,beta,c,Q,NorQ);
if(!fail)
{
// Creation des variables de Sorties
long K = (*Di).getNbre_C();
plhs[0] = mxCreateDoubleMatrix(1,L,mxREAL);
plhs[1] = mxCreateDoubleMatrix(1,K,mxREAL);
plhs[2] = mxCreateDoubleMatrix(1,K,mxREAL);
if(nlhs>=4)
plhs[3] = mxCreateDoubleMatrix(L,K,mxREAL);
if(nlhs>=5)
plhs[4] = mxCreateDoubleMatrix(L,K,mxREAL);
if(nlhs==6)
plhs[5] = mxCreateDoubleMatrix(K,1,mxREAL);
// Transformation
double *m_h= mxGetPr(plhs[0]);
double *m_Di = mxGetPr(plhs[1]);
double *m_c = mxGetPr(plhs[2]);
ToArray(h,m_h,1,L);
ToArray(Di,m_Di,1,K);
ToArray(c,m_c,1,K);
if(nlhs>=4){
double *m_beta = mxGetPr(plhs[3]);
ToArray(beta,m_beta,L,K);
}
if(nlhs>=5){
double *m_Q = mxGetPr(plhs[4]);
ToArray(Q,m_Q,L,K);
}
if(nlhs==6){
double *m_NorQ = mxGetPr(plhs[5]);
ToArray(NorQ,m_NorQ,K,1);
}
}
else
{
mexErrMsgTxt("Error OOMP exited early see message above!!\n");
}
}
I am using the previous mexfile in a matlab program that runs successfully
Here is the loop using the mexfile:
for i=1:Nframes
f=F(:,i)'; %the signals are the colums of F
tol=PRD0*norm(f)/100;
[h, Di0, ~] = OOMP_for_new_Mex(f, D, tol,ind,No);
error_norm(i)= norm(f-h);
K(i)=numel(Di0);
clear Di0 h f tol ;
end
I got good results but the program is using too much memory 10Gb! which awkward because the variable stocked in the Matlab use only a few Mb.
The problem here that in each loop new memory is allocated but it is not released in the end of the loop: The pointers created in the mex file are not deleted after every iteration.
So my questions are:
1)Do you see something else that could cause a memory leak in the code?
2)how can I fix it?