Tracking down memory leaks?

[MKoool]

I have an application with one function called "compute", which given a
filename, goes through that file and performs various statistical
analyses.  It uses arrays extensively and loops alot.  it prints the
results of it's statistical significance tests to standard out.  Since
the compute function returns and I think no variables of global scope
are being used, I would think that when it does, all memory returns
back to the operating system.

Instead, what I see is that every iteration uses several megs more.
For example, python uses 52 megs when starting out, it goes through
several iterations and I'm suddenly using more than 500 megs of ram.

Does anyone have any pointers on how to figure out what I'm doing
wrong?

Thanks,
mohan