It's possible you have a lot of broadcast variables, which are sent to individual workers for processing despite being unused, and thus they take up memory. There could also be another issue with the code itself generating a large matrix. Does it work okay without parfor? Do you know where this memory error occurs in your code? If so, provide that code for us so we can help.
Data.A = rand(4000); %This becomes a broadcast variable
parfor j = 1:4000
Sum(j) = sum(Data.A(:, j)); %Data is sent to ALL workers, 2 extra copies
end
Data = rand(4000) %This becomes a sliced variable. Okay!
parfor j = 1:4000
Sum(j) = sum(Data(:, j)); %Okay! Only minimum data is sent to workers.
end
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