Are there any other features that would differentiate Inpector XE from Purify?
Intel Inspector XE not only provides memory analysis, but also provides thread analysis - for multithreaded application.
In order to reduce overhead at runtime, the user can exclude modules (sometime they are system modules, compiler's runtime libraries, and third-party libraries, etc) to speed up analyzing time.
For Windows system, please use Dependency Walker (http://dependencywalker.com/) to know what modules depends on your executable.
For Linux system, use utility "ldd" to know dependency modules of executable.
Modify Inspector XE's Project Properties to add items to "Exclude modules". See below: