Visual odometry is an important research problem for computer vision and robotics. In general, the feature-based visual odometry methods heavily rely on the accurate correspondences between local salient points, while the direct approaches could make full use of whole image and perform dense 3D reconstruction simultaneously. However, the direct visual odometry usually suffers from the drawback of getting stuck at local optimum especially with large displacement, which may lead to the inferior results. To tackle this critical problem, we propose a novel scheme for stereo odometry in this paper, which is able to improve the convergence with more accurate pose. The key of our approach is a dual Jacobian optimization that is fused into a multi-scale pyramid scheme. Moreover, we introduce a gradient-based feature representation, which enjoys the merit of being robust to illumination changes. Furthermore, a joint direct odometry approach is proposed to incorporate the information from the last frame and previous keyframes. We have conducted the experimental evaluation on the challenging KITTI odometry benchmark, whose promising results show that the proposed algorithm is very effective for stereo visual odometry.