What's the differences between VirtualAlloc and HeapAlloc?
There are lots of method to allocate memory in Windows environment, such as VirtualAlloc, HeapAlloc, malloc, new.
Thus, what's the difference among them?
Answer
Each API is for different uses. Each one also requires that you use the correct deallocation/freeing function when you're done with the memory.
VirtualAlloc
A low-level, Windows API that provides lots of options, but is mainly useful for people in fairly specific situations. Can only allocate memory in (edit: not 4KB) larger chunks. There are situations where you need it, but you'll know when you're in one of these situations. One of the most common is if you have to share memory directly with another process. Don't use it for general-purpose memory allocation. Use VirtualFree to deallocate.
HeapAlloc
Allocates whatever size of memory you ask for, not in big chunks than VirtualAlloc. HeapAlloc knows when it needs to call VirtualAlloc and does so for you automatically. Like malloc, but is Windows-only, and provides a couple more options. Suitable for allocating general chunks of memory. Some Windows APIs may require that you use this to allocate memory that you pass to them, or use its companion HeapFree to free memory that they return to you.
malloc
The C way of allocating memory. Prefer this if you are writing in C rather than C++, and you want your code to work on e.g. Unix computers too, or someone specifically says that you need to use it. Doesn't initialise the memory. Suitable for allocating general chunks of memory, like HeapAlloc. A simple API. Use free to deallocate. Visual C++'s malloc calls HeapAlloc.
new
The C++ way of allocating memory. Prefer this if you are writing in C++. It puts an object or objects into the allocated memory, too. Use delete to deallocate (or delete[] for arrays). Visual studio's new calls HeapAlloc, and then maybe initialises the objects, depending on how you call it.
In recent C++ standards (C++11 and above), if you have to manually use delete, you're doing it wrong and should use a smart pointer like unique_ptr instead. From C++14 onwards, the same can be said of new (replaced with functions such as make_unique()).
There are also a couple of other similar functions like SysAllocString that you may be told you have to use in specific circumstances.