Strip numbers from String : C# .NET Remove numbers from string

Here is a simple function I created to strip/remove numbers from a string.
I used the regular expressions to check if a char is number.
I choose to use regular expressions than using the Double.TryParse() because I feel RegEx are faster then the TryParse function. I could be wrong but at this point is doing the job.

public string StripNumbers(string input)
{
    Regex regEx = new Regex("[0-9]+");
    StringBuilder sb = new StringBuilder();
    foreach (char a in input)
    {
        if (!regEx.IsMatch(a.ToString()))
        {
            sb.Append(a);
        }
    }

    return sb.ToString();
}

The next steps will be to test performance and find out what method is faster to check for IsNumber().