MEX + CUDA = Memory Leak

Dear Community,

I encountered a memory management issue during execution C++ CUDA code via MEX API in Matlab. I found out that community had a similar one, but their suggesstions are not enough to solve my problem. My MEX file creates an object, which under its methods calls CUDA code such as kernel executions or device memory allocations. The issue concerns device memory leak. Matlab does not free memory resources even though I explicitly called a cudaFree procedure.

1. There are not memory leaks if I run my C++ CUDA code as a standalone binary file.
2. Cuda-memcheck tool prints no errors regarding the memory leak.

Here is a template of my code:

#include <cuda_runtime.h>
#include <string>
#include "mex.h"

class MyClass {
    public:
      MyClass() {};
      ~MyClass() {};
      void Method(const double* const data) {
    for(int i = 0; i < 2; i++) {
      double* deviceData; cudaMalloc(&deviceData, sizeof(double)*100000);
      cudaMemcpy(deviceData, data, sizeof(double)*100000, cudaMemcpyHostToDevice);
      cudaFree(deviceData);
    }
      }
};

void mexFunction(int nlhs, mxArray *plhs[],
                 int nrhs, mxArray const *prhs[])
{     
    double* data = mxGetPr(prhs[0]);

      MyClass* object = new MyClass();
      object->Method(data);
      delete object;
  }

The issue is afflicting because I allocate device resources in a loop in a object->Method(data) call. Is there anybody who could help me solve an issue? Thanks in advance! I work with CUDA 7.5, MATLAB 2016a and graphic card GTX 1060. I call cudaDeviceReset(); at the end of the code, but it does not help with memory allocation in object's loop.

[Matt J]

How are you observing the memory leak?

[Mateusz Pieniak]

1) nvidia-smi command 2) After more loops and more nested structure: Out of Memory exception.