How to check that a uri string is valid

Assuming we only want to support absolute URI and HTTP requests, here is a function that does what you want:

public static bool IsValidURI(string uri)
{
    if (!Uri.IsWellFormedUriString(uri, UriKind.Absolute))
        return false;
    Uri tmp;
    if (!Uri.TryCreate(uri, UriKind.Absolute, out tmp))
        return false;
    return tmp.Scheme == Uri.UriSchemeHttp || tmp.Scheme == Uri.UriSchemeHttps;
}

A well-formed URI implies conformance with certain RFCs. The local path in your example is not conformant with these. Read more in the IsWellFormedUriString documentation.

A false result from that method does not imply that the Uri class will not be able to parse the input. While the URI input might not be RFC conformant, it still can be a valid URI.

Update: And to answer your question - as the Uri documentation shows, there is a static method called TryCreate that will attempt exactly what you want and return true or false (and the actual Uri instance if true).

Since the accepted answer doesn't provide an explicit example, here is some code to validate URIs in C#:

Uri outUri;

if (Uri.TryCreate("ThisIsAnInvalidAbsoluteURI", UriKind.Absolute, out outUri)
   && (outUri.Scheme == Uri.UriSchemeHttp || outUri.Scheme == Uri.UriSchemeHttps))
{
    //Do something with your validated Absolute URI...
}