Abstract: An online incremental learning algorithm is implemented with MATLAB based on the online training theory of support vector machine. This method uses the unidentified samples as incremental data to train classifier through svmtrain and svmpredict functions of LIBSVM toolkit. The results of handwritten numeral recognition GUI system demonstrate the correctness and effectiveness of the design，moreover，the incremental training can improve the training speed and improve the accuracy of handwritten numeral recognition in the case of taking into account the emergence of new samples.

Key words: support vector machine, online incremental learning algorithm, MATLAB, handwritten numeral recognition