Ah! that would also explain why the battery was running hot and draining fast. If the cap was in backwards it will draw too much current The schematic looks to be correct, that is how the caps want to be connected, the + of the top cap to +12/15V and the - to ground. The -12/15V cap wants its + terminal connected to ground and its - terminal to -12/15V so as far as it is concerned it is seeing +12V between its pins (even though, as far as the rest of the circuit is concerned this is -12/15V). Make sure the voltage rating on the caps is something like 25v or more as well, as they don't like too much voltage either.
Peter