I successfully use RServe with big matrices for e.g. image analysis and as a
computational backend for my GUI.

http://www.uni-bielefeld.de/biologie/Oekosystembiologie/bio7app/flashtut/rperspective.htm
http://www.uni-bielefeld.de/biologie/Oekosystembiologie/bio7app/flashtut/rperspective.htm


http://www.uni-bielefeld.de/biologie/Oekosystembiologie/bio7app/flashtut/supervisedimages.htm
http://www.uni-bielefeld.de/biologie/Oekosystembiologie/bio7app/flashtut/supervisedimages.htm
 

Often memory errors occurs if the size of the heap is to small on the java
side.
Try to start your application with more memory:
e.g.: java -Xmx512M yourprogramm

i hope this info helps.
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