If you really are always comparing things to a single "source" array that doesn't change, you should just make it a hash instead of an array. That's basically what Ovid does in his subroutine, but doing it in the sub means you re-build the hash every time you call it.

So, wherever you actually put values into your source array, instead of doing it this way:

 @source = ( ... );
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just do it this way:

 %source = map { $_ => undef } ( ... );
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Then your check_array sub is just the for loop:

sub check_array
{
    my ( $array, $source ) = @_;
    for ( @$array ) {
        return if ( ! exists( $$source{$_} ));
    }
    return 1;
}
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