ERROR 1201 (HY000): Could not initialize master info structure

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The typical error is as below:

mysql> change master to  master_host='abc.admon.org', master_user='replicator', master_password='PASSWORD', master_log_file='mysql-bin.000104', master_log_pos=106;
ERROR 1201 (HY000): Could not initialize master info structure; more error messages can be found in the MySQL error log
mysql>

The only trick you need to do is to reset the slave like this:
STOP SLAVE; RESET SLAVE;

Then, run your "change master xxx" again.