[FEA] Prevent memory leak during the development

[gigony]

Is your feature request related to a problem? Please describe.

Since the project doesn't have a mechanism for preventing memory leaks, there are high chances to introduce memory leaks during the development.

Describe the solution you'd like

• Make use of a safe pointer (smart pointer) or scoped deleter for 3rdparty library/internal memory allocation.
• Run unit/integration tests with memory sanitizer/tracker (e.g., valgrind/asan)

Additional context

There are many cases that we introduced memory leak problems.

• https://github.com/rapidsai/cucim/pull/37
• https://github.com/rapidsai/cucim/pull/9

[jakirkham]

Yeah this is being looked into generally for RAPIDS libraries.