Hi Anne,
Client out of memory issue arises when the workbook is consuming more memory than it is allotted. Please do query optimization as already mentioned. Apply appropriate filters and include the selections only which are required. Display only key rather both key and name of characteristics. Use lesser number of characteristics in row wise classification as this consumes a high level of memory. Basically, go through any of the good query performance optimization documents available on this forum and apply them at query level. Next, please follow the points I mentioned in workbook level.
Regards,
Venkatesh