[Errno 2] No such file or directory: './data/mnist/train-images-idx3-ubyte'

Hello, I am running main.py of DCGAN, there is an error in the picture. What is this caused? thank you very much.

Traceback (most recent call last):
File "main.py", line 97, in
tf.app.run()
File "/home/jzh0/anaconda2/lib/python2.7/site-packages/tensorflow/python/platform/app.py", line 48, in run
_sys.exit(main(_sys.argv[:1] + flags_passthrough))
File "main.py", line 61, in main
sample_dir=FLAGS.sample_dir)
File "/home/jzh0/program/DCGAN-tensorflow-master/model.py", line 74, in __init__
self.data_X, self.data_y = self.load_mnist()
File "/home/jzh0/program/DCGAN-tensorflow-master/model.py", line 464, in load_mnist
fd = open(os.path.join(data_dir,'train-images-idx3-ubyte'))
IOError: [Errno 2] No such file or directory: './data/mnist/train-images-idx3-ubyte'