I extracted some of the useful code and nifty examples from the background of my Thesis as a python library for your enjoyment. PCA or Principal Component Analysis is a pretty common data analysis technique, incremental PCA lets you perform the same type of analysis but uses the input data one sample at a time rather than all at once.
The code fully conforms to the scikit-learn api and you should be able to easily use it anywhere you are currently using one of the sklearn.decomposition classes. In fact this library is sort of on the waiting list for sklearn.
IPCA on 2D point cloud shaped like an ellipse:
Check it out if you’re interested and holla at sklearn if you want this feature! github.com/kevinhughes27/pyIPCA