search in multidimensional array php

I have a multidimensional array with various sites links, here is output:

Array
 (
     [0] => Array
         (
             [0] => http://www.msn.com/etc
             [1] => http://www.yahoo.com/etc
             [2] => http://www.google.com
         )
 
     [1] => Array
         (
             [0] => http://www.abc.com/etc
             [1] => http://www.hotmail.com/etc
             [2] => http://www.hotmail.com/page/2
         )
 
     [2] => Array
         (
             [0] => http://www.live.com/etc
             [1] => http://www.google.com/etc
             [2] => http://www.stock.com
         )
 
 )
 

I wants to match multiple URL's, here my example code:

$sites = array("msn.com","hotmail.com","live.com");
 $links = array(
     array("http://www.msn.com/1","http://www.yahoo.com/etc","http://www.google.com"),
     array("http://www.msn.com/2","http://www.hotmail.com/","http://www.hotmail.com/page/2"),
     array("http://www.live.com/etc","http://www.google.com/etc","http://www.stock.com")
 );
 

I need whatever sites are in $sites,first it will find msn.com site from $links array, so if it found msn.com in first array($links[0]) it will not search msn.com in other $links array but keep searching for other (hotmail.com and live.com), and if it find 2 links of same host in one array, it will join them, means if it finds a host in one array element it will not search that host in other elements of $links array, so final output from above will be this:

Array
 (
     [msn] => Array
         (
             [0] => http://www.msn.com/1
         )
 
     [hotmail] => Array
         (
             [0] => http://www.hotmail.com/
             [1] => http://www.hotmail.com/page/2
         )
 
     [live] => Array
         (
             [0] => http://www.live.com/etc
         )
 
 )
 

I am not sure how to perform this task, I would be grateful for any input. Thanks

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