I can create .o file with g++ -c test.cpp -std=c++0x, but cant link it, got next errors:
test.cpp:(.text+0xe5): undefined reference to `std::regex_i
The GNU C++ standard library supports <regex>, but not until version 4.9.0. (The headers were present in earlier versions, but were unusable.)
The other compilers don't support it, as far as I can see.
You can use a different library if you use an older GCC.