Negative supply from LM3940
As the comments suggest, you can't produce a negative voltage from a simple linear regulator like that, unless you supply them with a negative voltage to begin with.

A simple and cheap IC solution is the MAX1720 and family.  They just require two capacitors to make a fairly regulated output voltage opposite polarity of their input voltage.



In general, you need a switch of some sort to produce a negative voltage (through either a switched capacitive solution like above, or a switching regulator like the V78-500 series).  Both the MAX1720 and the V78-500 series regulators have internal switches.  The LM3940 do not, as they are linear regulators.