Dual photography is a well-known application of light transport acquired by a projector-camera system. By applying compressive sensing, compressive dual photography [1] is a fast approach to acquire the light transport for dual photography. However, the reconstruction step in compressive dual photography can still take several hours before dual images can be synthesized because the entire light transport needs to be reconstructed from measured data. In this paper, we present a novel reconstruction approach that can directly and progressively synthesize dual images from measured data without the need of first reconstructing the light transport. We show that our approach can produce high-quality dual images in the order of minutes using only a thousand of samples. Our approach is most useful for previewing a few dual images, e.g., during light transport acquisition. As a by-product, our method can also perform low-resolution relighting of dual images. We also hypothesize that our method is applicable to reconstructing dual images in a single projector -multiple cameras system.