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In view of the batch implementations of standard support vector machine must be retrained from scratch every time when the training set is incremental modified, an incremental learning algorithm based on least squares twin multi-class classification support vector machine (ILST-KSVC) is proposed by solving two inverse matrix. The method will be applied on online environment to update initial data, which avoided cumbersome double counting. ILST-KSVC inherited the advantages of the basic algorithm and has some merits of Least square twin support vector machine for excellent performance on training speed and support vector classification regression for K-class’s well classification accuracy. The result will be confirmed no matter in low dimension or in high dimension in UCI datasets.