Request: react to interrupt signals

[david-cortes]

The algorithms in this package do not seem to react to interrupt signals (e.g. through the command kill in linux or through the jupyter interrupt button). Would be nice if they could detect interruptions and terminate earlier, throwing an error if they receive any such signal - especially since in this package it's very easy to engage into some operation that would not scale to the amount of data passed as input, which then leaves only the option of killing the process to terminate.