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Assists in finding memory leaks.
You can use DEBUG_NEW everywhere in your program that you would ordinarily use the new operator to allocate heap storage.
In debug mode (when the _DEBUG symbol is defined), DEBUG_NEW keeps track of the filename and line number for each object that it allocates. Then, when you use the CMemoryState::DumpAllObjectsSince member function, each object allocated with DEBUG_NEW is shown with the filename and line number where it was allocated.
To use DEBUG_NEW, insert the following directive into your source files:
Once you insert this directive, the preprocessor will insert DEBUG_NEW wherever you use new, and MFC does the rest. When you compile a release version of your program, DEBUG_NEW resolves to a simple new operation, and the filename and line number information are not generated.
In previous versions of MFC (4.1 and earlier) you needed to put the #define statement after all statements that called the IMPLEMENT_DYNCREATE or IMPLEMENT_SERIAL macros. This is no longer necessary.