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I am trying to parse a string, split it on what is not a letter or number
$parse_query_arguments = preg_split("/[^a-z0-9]+/i", 'København');
and construct a mysql query. Even if I skip the preg_split and try to enter the string directly it breaks it into 2 different strings, 'K' and 'benhavn'.
How can I deal with these issues?
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This might help explain what is going on in your regex... Regex and Unicode.
You could try something like \p{L} as explained in this question
If you're using literal characters like a-z then it won't match accented ones. You might want to use the various character classes available to do more generic matching:
/[[:alpha:][:digit]]/
The [:alpha:] set is much broader in scope than a-z. Remember character matching is done based on character code, and a-z in order take, literally, characters between a and z by index. Characters like ø lie outside this range even if they'd fall between that alphabetically.
Computers work in ASCII-abetical (UNICODEical?) order.