What if I don't close a cursor after I open it...

If I open a cursor without transaction, but forget closing it, will this cause memory problem?
eg:
myCursor = myDb.openCursor(null, null);
but I do not call myCursor.close()

Yes, open cursors both consume some memory on their own, and also pin pieces of the btree into cache, which interferes with JE's ability to manage its cache. You should always close cursors promptly, and remember to do so in a finally statement to make sure you don't leak them if there is an exception.

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