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The Internet makes it possible to download free software to test your memory. MemMXTest is a free public license software allowing users to check if there might be a problem with their computer's memory. The software is able to test the CPU, L1, L2 cache memory, and generate a report highlighting the test number, the address that failed the test, the failing data pattern, and other errors with the same address that failed.
A second type of software that can be used to test a computer's memory is DocMemory. DocMemory will report all the areas that fail the memory test. The test is run from a diskette, so make sure you have an empty one available.