Earlier versions of Matlab couldn't save variables larger than 2 GB. Your default save file format may be set to an older type even on newer versions of Matlab; my own install of R2013a seems to have come preset to v7, which won't save anything that big. You have two choices: either specify the format for this file using an extra flag:
save('filename.mat','A','-v7.3');
or change the default for all save files by running preferences
and looking in the MAT-files area under General.