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This article provides an in-depth exploration of memory detection tools on the Windows platform, focusing on commercial tools Purify and Insure++ while supplementing with free alternatives. By comparing Valgrind's functionality in Linux environments, it details technical implementations for memory leak detection, performance analysis, and thread error detection in Windows, offering C/C++ developers a comprehensive tool selection guide. The article examines the advantages and limitations of different tools in practical application scenarios, helping developers build robust Windows debugging toolchains.