New Post: Memory leak (/issue), Please Help !

There is a lot to get one's head around, and I will not bet I got the sole issue, but the following lines do not look right.

     prdPxVector.SetHandleAsInvalid();
     prdPxVector.Dispose();

First, though not all that important, prdPxVector is created in the "using" statement, so no need to call Dispose: it is called anyway.
Second and importantly, calling SetHandleAsInvalid, presumably under the assumption it will help release memory, likely has the exact opposite effect:. See SafeHandle.SetHandleAsInvalid Method for the behavior.

What I think happens is that because you call SetHandleAsInvalid, when disposing of prdPxVector in C# it does not trigger the decrement of the reference count in the R world. So, when you call e.g. "rm(SCORE_FIELD)", the R garbage collector still sees at least one reference to SCORE_FIELD. And all the previously created SCORE_FIELD over the loop and probably other variables still cannot be garbage collected, hence the memory blow-out.

Hope this helps to alleviate the issue.

I'll see whether this is feasible and desirable to hide these SafeHandle methods from users.