I am wondering if it is possible to run directly regular expression over a
list and getting the indexes (begging and end) of the match. For example, I
have a list of strings and a regular expression and I want to know which
part of the list matches the RE and get the corresponding indexes in the
list. Any suggestion is welcome. Thank you.

You have two options:

1) Use the partial match option to search each item in the collection in turn, and then "do something" if regex indicates that there may be a match that spans two items in the collection.
2) Write a composite iterator which enumerates single characters over the whole collection of strings and pass that to the regex algorithms, in fact I can't believe we don't have this already in Boost, but it appears not :-(

HTH, John.
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