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SVM: call train() multiple times?

Hello there!

I'm using openCV's SVM for classification problems (obviously) and I was just wondering how to train it properly. For now, my program reads a number of files with serialised feature vectors and calls CvSVM::train(...) in a for-loop. Is this the correct way to do or do I have to merge all feature vectors into a big one and pass this one then? It's a single SVM object all the time btw.

Thanks and have a great day,