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I'm a bit confused, when someone says that DirectX and Unity3D use a left-handed and OpenGL uses right-handed, what is actually different?
So you are saying that we could for e.g. think of DirectX as right-handed and that everything would work?
Neither modern Direct3D nor modern OpenGL enforce any particular handedness. You can use a left- or right-handed coordinate system with either.
The fact that they're often described as being left- and right-handed, respectively, is I think largely for historical reasons. I'm not sure about DirectX/Direct3D off the top of my head, but if you go back to early versions of OpenGL you find a few utility functions that assumed a right-handed coordinate system. Even in early versions of OpenGL though there were functions that allowed for submitting arbitrary transform matrices (or you could just transform everything yourself), so even then I think you could use whatever handedness you wanted.
A possible point of confusion is that depending on the conventions used, it may be necessary to flip along the z axis as part of the transformation to clip space. This leads to the 'left-handed' and 'right-handed' projection matrices that you'll commonly see, which is one of the few places handedness can be directly relevant in a math library. The only other place I can think of is so-called 'look at' transforms. In early versions of OpenGL there were utility functions for both of these transform types, and these functions used a right-handed convention, which may be the main (perhaps only) reason OpenGL is often thought of as being 'right-handed'.
As an example of what I'm talking about, you can look at the DirectX matrix functions listed here:
https://docs.microsoft.com/en-us/windows/desktop/dxmath/ovw-xnamath-reference-functions-matrix
You'll note that all the functions that have LH and RH versions deal with projection or 'look at' transforms. There are no LH/RH versions for transforms such as rotation because, as alvaro said, the mathematics of those operations is independent of handedness.