Hi sigma,
Dunno why you have that odd diode in there,
maybe as a fuse?
Those extra caps you have on the supply sides
of the regulators arent needed,
if they are around 10 mfd, or less, put them
on the outputs of the regulators.
(too big can upset the regs)
Otherwise it seems ok, so long as that R1
is a fairly low value.
If you've built it,
and you're asking why it doesnt work,
then you're in for a question and answer session.
first does either output work?
no.
Do you have mains supply to the transformer?
(AC voltage across primary)
Regards, John