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Function returning pointer to pointer

Please look at my code below:

class SVMClassifier : public LibHAR
{
 public:
  ...
   //This is my function returning a pointer to pointer to svm_node structure
  svm_node** SVMFeatureExtraction(SkeData* inputData, int* pFrameNum, int* pFeatureNum, double wt);

  //This function calls SVMFeatureExtraction
  virtual bool FeatureExtraction(SkeData* inputData, const double* dataLabels = NULL, int labelNum = 0); //This function calls SVMFeatureExtraction
  ...
 private:
 svm_node** SVMNodes;
 int dataNum;
 ...
}

svm_node** SVMClassifier::SVMFeatureExtraction(SkeData* inputData, int* pFrameNum, int* pFeatureNum, double wt)
{
    *pFeatureNum = FEATURENUM;
    *pFrameNum = inputData->GetFrameSaved();
    svm_node** pNodes = new svm_node*[*pFrameNum];

    for (int i = 0; i < *pFrameNum; i++)
    {
        pNodes[i] = new svm_node[FEATURENUM + 1];
        for (int j = 0; j < FEATURENUM / 3; j++)
        {
            FEATURE_VEC* pVec = new FEATURE_VEC;
            if (!CalFeatureVector(inputData, i+1, j+1, pVec, wt))
                return NULL;

            pNodes[i][j*3].index = j*3 + 1;
            pNodes[i][j*3].value = pVec->x;

            pNodes[i][j*3 + 1].index = j*3 + 2;
            pNodes[i][j*3 + 1].value = pVec->y;

            pNodes[i][j*3 + 2].index = j*3 + 3;
            pNodes[i][j*3 + 2].value = pVec->z;

            delete pVec;
        }
        pNodes[i][FEATURENUM].index = -1;
        pNodes[i][FEATURENUM].value = 0;

    }
    return pNodes;
}

bool SVMClassifier::FeatureExtraction(SkeData* inputData, const double* dataLabels, int labelNum)
{

    CleanNodes();
    int n;
    SVMNodes = SVMFeatureExtraction(inputData, &dataNum, &n, actWeight);  //Error here!
        ...
}

The class method FeatureExtraction calls another method SVMFeatureExtraction which returns a pointer to pointer. I think the memory pointed by the pointer is allocated dynamically in the heap, since it is created by " new " . But when I debugged the program, the address returned by SVMFeatureExtraction can not be successfully assigned to SVMNodes (SVMNodes is always "NULL"), although the content of pNodes is correct. Can anyone tell me what is wrong with the code?

Thank you.

It might be a silly suggestion, but are you absolutely certain that this part never happens?

if (!CalFeatureVector(inputData, i+1, j+1, pVec, wt))
    return NULL;
*pFeatureNum = FEATURENUM;
    *pFrameNum = inputData->GetFrameSaved();
    svm_node** pNodes = new svm_node*[*pFrameNum];

this is strange, you try to change the value of the pointer instead of the pointed value. And why do you pass two arguments by pointer and reinitialized its in your function?

try this:

pFeatureNum = FEATURENUM;
pFrameNum = inputData->GetFrameSaved();
svm_node** pNodes = new svm_node[pFrameNum];
for (int i = 0; i < pFrameNum; i++)
    {
        pNodes[i] = new svm_node[FEATURENUM + 1];
        for (int j = 0; j < FEATURENUM / 3; j++)
        {
            FEATURE_VEC* pVec = new FEATURE_VEC;
            if (!CalFeatureVector(inputData, i+1, j+1, pVec, wt))
                return NULL;

            pNodes[i][j*3].index = j*3 + 1;
            pNodes[i][j*3].value = pVec->x;

            pNodes[i][j*3 + 1].index = j*3 + 2;
            pNodes[i][j*3 + 1].value = pVec->y;

            pNodes[i][j*3 + 2].index = j*3 + 3;
            pNodes[i][j*3 + 2].value = pVec->z;

            delete pVec;
        }
        pNodes[i][FEATURENUM].index = -1;
        pNodes[i][FEATURENUM].value = 0;

    }

Try this (slight modification to @Nagasaki's answer):

*pFeatureNum = FEATURENUM;
*pFrameNum = inputData->GetFrameSaved();
svm_node** pNodes = new svm_node[*pFrameNum];
for (int i = 0; i < *pFrameNum; i++)
    {
        pNodes[i] = new svm_node[FEATURENUM + 1];
...

(and, if it works, accept @Nagasaki's answer and I'll edit it so they get credit)

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