Install Memtest86+ by running:

# memtest-setup

If you use GRUB 2 (the default) it will install 20_memtest86+ GRUB template
into /etc/grub.d and you will also need to regenerate GRUB 2 config by running:

# grub2-mkconfig -o /boot/grub2/grub.cfg

This is not done automatically because it could overwrite any custom changes
in /boot/grub2/grub.cfg.