You have four squares (one unit length on each side) and eight right triangles (each the size of one of the squares cut diagonally in half). Fit the twelve pieces together to form one large square.

The twelve pieces have a total area of eight. So each side of the large square will be the square root of 8, or 2 times the square root of 2.The only way you can get a straight edge of that length is to set the long edges of two triangles side by side. Now that you know how each edge of the large square is formed, you should be able to complete the jigsaw puzzle.

When I first saw this puzzle, I arrived at a tricky solution. I formed the number 9 (which is 3 squared and therefore a "square"). I guess it isn't a very "large square". But if you arrived at a similar answer, give yourself full credit.