google.com
www.google.com
http//google.com
http//www.google.com
https://google.com
https://www.google.com
ftp://google.com

var_dump(
  filter_var(
    'http://stack-overflow.com/questions/19437105/using-regx-how-to-validate-url?noredirect=1#comment28819663_19437105',
     FILTER_VALIDATE_URL
  )
);

//output: string(113) "http://stack-overflow.com/questions/19437105/using-regx-how-to-validate-url?noredirect=1#comment28819663_19437105"

var_dump(
  filter_var(
    'http://stack_overflow.com/questions/19437105/using-regx-how-to-validate-url?noredirect=1#comment28819663_19437105',
    FILTER_VALIDATE_URL
  )
);

//output: bool(false)

var_dump(parse_url('http://stackoverflow.com/questions/19437105/using-regx-how-to-validate-url?noredirect=1#comment28819663_19437105'));

array(5) {
  ["scheme"]=>
  string(4) "http"
  ["host"]=>
  string(17) "stackoverflow.com"
  ["path"]=>
  string(50) "/questions/19437105/using-regx-how-to-validate-url"
  ["query"]=>
  string(12) "noredirect=1"
  ["fragment"]=>
  string(24) "comment28819663_19437105"
}

^((ht|f)tp(s?)://|~/|/)?([w]+:w+@)?([a-zA-Z]{1}([w-]+.)+([w]{2,5}))(:[d]{1,5})?/?(w+.[w]{3,4})?((?w+=w+)?(&w+=w+)*)?