This error message can indicate that you have simply not allowed a
sufficiently large number of iterations for your iterative solver to
converge. This often happens when you increase the size of your
problem. In such cases, the last residual will likely still be very
small, and you can make the error go away by increasing the allowed
number of iterations when setting up the SolverControl object that
determines the maximal number of iterations you allow.
The other situation where this error may occur is when your matrix is
not invertible (e.g., your matrix has a null-space), or if you try to
apply the wrong solver to a matrix (e.g., using CG for a matrix that
is not symmetric or not positive definite). In these cases, the
residual in the last iteration is likely going to be large.