Solution – free gauge
Looks like the problem was not the large Gauss-Newton residue. The problem was gauge fixing.
Most of bundle adjustment algorithms are not gauge invariant inherently (for details check Triggs “Bundle adjustment – a modern synthesis”, chapter 9 “Gauge Freedom”). Practically that means that method have one or more free parameters which could be chosen arbitrary (for example scale), but which influence solution in non-invariant way (or don’t influence solution if algorithm is gauge invariant). Gauge fixing is the choice of the values for that free parameters. There exist at least one gauge invariant bundle adjustment method (generalization of Levenberg-Marquardt with complete matrix correction instead of diagonal only correction) , but it is order of magnitude more computational expensive.
I’ve used fixing coordinate of one of the 3d points for gauge fixing. Because method is not gauge invariant solution depend on the choice of that fixed point. The problem occurs when the chosen point is “bad” – error in feature point detector for this point is so big that it contradict to the rest of the picture. Mismatching in the point correspondence can cause the same problem.
In my case, fixing coordinate of chosen point caused “accumulation” of residual error in that point. This is easy to explain – other points can decrease reprojection error both by moving/rotating camera and by shifting their coordinates, but fixed point can do it only by moving/rotating camera. It looks like if the point was “bad” from the start it can become even worse next iteration as the error accumulate – positive feedback look causing method become unstable. That’s of cause only my observations, I didn’t do any formal analysis.
The obvious solution is to redistribute residual error among all the points – that mean drop gauge fixing and use free gauge. Free gauge is causing arbitrary scaling of the result, but the result can be rescaled later. However there is the cost. Free gauge means matrix is singular – not invertible and Gauss-Newton method can not work. So I have to switch to less efficient and more computationally expensive Levenberg-Marquardt. For now it seems working.
PS Free gauge matrix is not singular, just not well-defined and has degenerate minimum. So constrained optimization still may works.
PPS Gauge Invariance is also important concept in physics and geometry.
PPPS While messing with Quasi-Newton – it seems there is an error in chapter 10.2 of “Numerical Optimization” by Nocedal&Wright. In the secant equation instead of should be
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