I wonder if there's a 'hello world' for rr - something funky that is made simple by being able to step in reverse. It's definitely very useful in Visual Studio.
Any heap memory corruption bug is a great example for rr. Replay the failure, spot the corrupt location, set a data watchpoint on it, "reverse continue", and you'll stop where the corruption happened. The same bug is generally horrible to find using a regular debugger.
The Visual Studio feature you mention is probably Intellitrace, which is considerably more limited than rr and doesn't handle heap state.
The Visual Studio feature you mention is probably Intellitrace, which is considerably more limited than rr and doesn't handle heap state.