Thanks, but I do not have enough memory on my laptop (the object you
created requires about 8G memory). I will test this when I have access
to our servers. Before that, we can still figure out the root of this
problem. You can try this naive cache method via save() and load():
\documentclass{article}
\begin{document}
<<makeMatrix, cache=TRUE>>=
bigMatrix <- matrix(runif(1000000000), ncol = 1000)
print(object.size(bigMatrix), units = "Gb")
save(bigMatrix, file = 'bigMatrix.RData')
rm(bigMatrix)
@
<<loadMatrix, cache=FALSE>>=
load('bigMatrix.RData')
@
\end{document}
If this works, the problem came from lazyLoad(). Otherwise it is just
because R cannot load large objects under 64-bit Windows in certain
cases, as described in R 3.0.0 NEWS:
http://cran.r-project.org/src/base/NEWS.html