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If you are generating Ritz vectors for the purpose of applying gravity and other static loads in a time-history analysis, then it is not necessary to have mass on the loaded DOF, since the load is applied so slowly that dynamical behavior is not important. So for this type of problems, this warning can be ignored. Alternatively, you could specify a very small nonzero mass for the DOFs in question.
Also, please see the CSI Analysis Reference Manual, chapter "Modal Analysis", section "Starting Load Vectors".
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