Here is a project of a 1.25V to 37V 5 amp power supply circuit using LM338 IC. The heart of the circuit is a LM338K adjustable voltage regulator IC which is a good quality IC with many built in features like Adjustable output, thermal regulation, current limit constant with temperature, short circuit protection etc.
The output voltage of the circuit can be adjusted with 4.7K potentiometer. Use 230V to 32V 5 amphere transformer and 10 amp 50 PIV bridge rectifier. Use a good heatsink with the IC.