Valgrind is a tool to analyze a program regarding memory leaks.
One of the valgrind tools is the memcheck, that can be used to detect memory leaks during the execution of an application.
To do that, valgrind can be started as:
> valgrind --tool=memcheck --leak-check=yes -v appname
where appname is the application you want to run, including its parameters, if it have to be called with any.
As valgrind can produce a lot of output (and thus scroll out of your terminal), you can call valgrind redirecting its output to a file, so nothing gets lost.
> valgrind --tool=memcheck --leak-check=yes -v appname 2>&1 | tee valgrind.log
This will call valgrind as seen above, and will redirect all the output coming from both our application and valgrind to a file in the current directory falled valgrind.log (of course it is possible to use any file name of the log).