Aewhistory, Look at this chart: http://www.powerint.com/en/community/papers-circuit-ideas-puzzlers/circuit-ideas/careful-rectifier-diode-choice-simplifies-and-
Top graph shows amp's supply voltage. Capacitor is charged from transformer thru rectifier only in short moments of time when voltage goes up (bottom graph is charging current). Picture is greatly exaggerated - in reality line representing voltage is almost straight (very small ripple) and capacitor charging happens in very short high current "spikes". Amplifier current demand from capacitors might be constant (class A) or vary a lot with the music (class AB). Very large electrolytic capacitors are characterized by capacitance (opposition to change in voltage), inductance (opposition to change in current) and ESR (effective series resistance) that represents pure resistance. Obviously we want a lot of capacitance to store energy but we don't want inductance since it is opposing rapid current changes. Best solution to lower inductance would be to use less inductive capacitors (expensive) or to use more of small capacitors in parallel (capacitance increases, inductance decreases, ESR decreases).
Bombaywalla mentioned two problems with a lot of capacitance - rush current and over-stressing power supply. Initial current will be higher and last longer to charge larger capacitance resulting in blown fuse or damaged rectifier. Rush current could be limited by soft start circuit - basically a temporary current limiter but amplifier has to be designed for that.
Second part is a little more difficult to explain. Imagine perfect capacitor with a lot of capacitance, no inductance and no ESR. What will be the shape of the voltage on the upper graph? - almost straight line with very, very small ripple. Charging time of capacitors will now be very short (only when voltage goes up) while charging current spikes will have higher amplitude (to deliver same average power) limited only by transformer and power line. This large current spikes might damage rectifier or overheat transformer. Again, it is a little more complicated with transformer since average amp's power is technically the same. The problem is that core of transformer will be heated with high frequency component (iron losses) of narrow spikes, while copper windings will be heated (copper losses) more since, in spite of the same average value, RMS value of current (representing heat) will be much higher.
There is also possibility that ripple current (charging current) peaks might now be too high for caps you selected. Anything can be done (carefully), but linear power supply is not that simple to design properly.
Top graph shows amp's supply voltage. Capacitor is charged from transformer thru rectifier only in short moments of time when voltage goes up (bottom graph is charging current). Picture is greatly exaggerated - in reality line representing voltage is almost straight (very small ripple) and capacitor charging happens in very short high current "spikes". Amplifier current demand from capacitors might be constant (class A) or vary a lot with the music (class AB). Very large electrolytic capacitors are characterized by capacitance (opposition to change in voltage), inductance (opposition to change in current) and ESR (effective series resistance) that represents pure resistance. Obviously we want a lot of capacitance to store energy but we don't want inductance since it is opposing rapid current changes. Best solution to lower inductance would be to use less inductive capacitors (expensive) or to use more of small capacitors in parallel (capacitance increases, inductance decreases, ESR decreases).
Bombaywalla mentioned two problems with a lot of capacitance - rush current and over-stressing power supply. Initial current will be higher and last longer to charge larger capacitance resulting in blown fuse or damaged rectifier. Rush current could be limited by soft start circuit - basically a temporary current limiter but amplifier has to be designed for that.
Second part is a little more difficult to explain. Imagine perfect capacitor with a lot of capacitance, no inductance and no ESR. What will be the shape of the voltage on the upper graph? - almost straight line with very, very small ripple. Charging time of capacitors will now be very short (only when voltage goes up) while charging current spikes will have higher amplitude (to deliver same average power) limited only by transformer and power line. This large current spikes might damage rectifier or overheat transformer. Again, it is a little more complicated with transformer since average amp's power is technically the same. The problem is that core of transformer will be heated with high frequency component (iron losses) of narrow spikes, while copper windings will be heated (copper losses) more since, in spite of the same average value, RMS value of current (representing heat) will be much higher.
There is also possibility that ripple current (charging current) peaks might now be too high for caps you selected. Anything can be done (carefully), but linear power supply is not that simple to design properly.