How can I replace a link in my database for my forum?

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Example:
I want to replace a link in my database with an SQL query

I want to replace this text in the database

http://www.yahoo.com/forum/

with

-http://forum.yahoo.com/

The goal is to install the forum in the subdomain.

What is the SQL query?

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It cannot be done this way. You need to select every post, verify the links and update them if you need to.

If the forum is very big it may be difficult to do because of timeouts. .
An easy shortcut is to edit a database backup - (post_text table), use the shortcut key of an advanced text editor to copy and paste and then put it back online.

Search for the entire string to make it safe : -www.yahoo.com/forum and replace with -forum.yahoo.com, this will actually be quicker then writing an sql script to do it for you.