How can I use dlmwrite in conjunction with cluster computing?

I want to submit a batch process using the PCT on MATLAB R2014a that is connected to a remote cluster. However, I am unable to use the dlmwrite command to save a matrix from the following script:

%testscript
parfor i=1:5,
    lele(:,i) = eig(rand(1000)); 
end

dlmwrite('lele_data.dat', lele, 'delimiter', '\t', 'precision', 16);

After the job is completed, I am able to load the workspace and retrieve the variable manually, but the dlmwrite doesn't produce any output in the remote MATLAB directory. Please help.

[Thomas Ibbotson]

How are you submitting 'testscript' to the cluster? Can you show us that code?

Secondly, you might need to use a full path instead of just the filename. The worker's current working directory is probably not what you expect. For example with MJS on linux the default location for the worker's current working directory is /var/lib/mdce/ClusterName/WorkerName_mlworker_log/matlab/work