I have generated testIdp.cer file by copying 509 entry of the IDP I am planning to connect. Then I created JKS file by executing the following command
keytoo
Vladimir answered correctly the question why the error occurs. In my answer I want to show how you can import a certificate to the keystore to solve that problem:
You have to import the certificate and private key which could not be done directly by keytool.
The detailed described solution is found here: https://stackoverflow.com/a/8224863/1909531
Here's an excerpt:
openssl pkcs12 -export -in server.crt -inkey server.key \
-out server.p12 -name [some-alias] \
-CAfile ca.crt -caname root
keytool -importkeystore \
-deststorepass [changeit] -destkeypass [changeit] -destkeystore server.keystore \
-srckeystore server.p12 -srcstoretype PKCS12 -srcstorepass some-password \
-alias [some-alias]