The interlaced and non-interlaced versions of the dipolar particle-particle particle-mesh (P3M) method implemented using the analytic differentiation scheme (AD-P3M) are presented together with their respective error estimates for the calculation of the forces, torques, and energies. Expressions for the optimized lattice Green functions, and for the Madelung self-forces, self-torques and self-energies are given. The applicability of the theoretical error estimates are thoroughly tested and confirmed in several numerical examples. Our results show that the accuracy of the calculations can be improved substantially when the approximate (mesh computed) Madelung self-interactions are subtracted. Furthermore, we show that the interlaced dipolar AD-P3M method delivers a significantly higher accuracy (which corresponds approximately to using a twice finer mesh) than the conventional method, allowing thereby to reduce the mesh size with respect to the non-interlaced version for a given accuracy. In addition, we present similar expressions for the dipolar ik-differentiation interlaced scheme, and we perform a comparison with the AD interlaced scheme. Rough tests for the relative speed of the dipolar P3M method using ik-differentiation and the interlaced/non-interlaced AD schemes show that when FFT computing time is the bottleneck, usually when working at high precisions, the interlaced AD-scheme can be several times faster than the other two schemes. For calculations with a low accuracy requirement, the interlaced version can perform worse than the ik and the non-interlaced AD schemes.