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The memory is automatically freed when the Matrix object is destroyed, i.e. when either it goes out of scope or it is explicitly delete'd.
If you want to almost completely free the memory used by your matrix, do: matrix.resize(0,0) .... wait, I'm not 100% sure at the moment that this is allowed, so just try it, 99% chances that it works, otherwise do matrix.resize(1,1) and i'm going to fix that.
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