Testing a snippet of code with valgrind
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You cannot run part of a program under Valgrind; Valgrind is all or nothing.
What you can do is tell him to ignore errors that you are not interested in (because they are part of a program that you cannot fix, for example). To do this, check out the Valgrind Suppression Howto: http://wiki.wxwidgets.org/Valgrind_Suppression_File_Howto
It won't speed up anything, although if the speed of your motivation, it won't help.
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