<?php
$dom = new DOMDocument;
$dom->loadHTML(file_get_contents('input.html'));
$xpath = new DOMXpath($dom);
$img = $xpath->query('//img');
foreach($img as $i) {
  $url = parse_url($i->getAttribute('src'));
  if(isset($url['host']) && in_array($url['host'], array('yourdomain.com', 'www.yourdomain.com')) == false) {
    // show an error
      // -- or --
      // remove the tag: $i->parent->removeChild($i)
    echo sprintf('[FAIL] %s' . PHP_EOL, $i->getAttribute('src'));
  }
  else {
    echo sprintf('[PASS] %s' . PHP_EOL, $i->getAttribute('src'));
  }
}

<p>Lorem ipsum dolor sit amet, consectetur adipiscing elit.</p>
<p><img src="/image.jpg"></p>
<p><img src="http://yourdomain.com/image.jpg"></p>
<p><img src="http://www.yourdomain.com/image.jpg"></p>
<p><img src="http://otherdomain.com/image.jpg"></p>

[PASS] /image.jpg
[PASS] http://yourdomain.com/image.jpg
[PASS] http://www.yourdomain.com/image.jpg
[FAIL] http://otherdomain.com/image.jpg