In another question, I asked something similar but I ended up just posting my algorithm there and invalidating several answers. I re-ask it here:
If I "invented" an algorithm, what's the best way for me to figure out if it's already been published about/patented?
You would need to do some searching. Starting with Google search, generically, will often be sufficient to reassure you that your algorithm is not novel. If that is not conclusive, then you need to search harder, perhaps looking at searching various patent sites (Google, USPTO, other places too). If you still don't find anything, then maybe your algorithm is novel.
Next questions: is it worth it to you to try and patent it, or get someone else to patent it for you (a company, for example)? Indeed, can you patent it or does your employer already own it? This will depend in part on how likely it is that everyone else will want to use the same algorithm. The chances are, they won't. If you patent it, they will ignore it until the patent expires.
If you do find a way to afford getting the patent filed - and issued (which is not automatic just because you filed) - then you face enforcing your patent. Will you be able to identify and prosecute those who abuse your patent? If not, was it worth chasing it? Maybe, maybe not; but probably not.
Finally, note that you cannot actually patent a pure algorithm. You would have to reduce it to practice. That isn't as hard as it seems, but just be aware that pure mathematical algorithms are inherently non-patentable.
In summary: