After reviewing the schematic I would issue this WARNING:
This is not a finished design, in fact it won't work as shown. To get the kind of output volatge and current listed, two of the most important factors are for the power transistor(s):
1) SOA (safe operating area) defined by voltage across the device and current through it. In nearly every case, linear supplies with more than 30V input and 3A output will neeed MULTIPLE power transistors in parallel.
2) Power Dissipation. Again, power diss must be distributed between the power devices and handled using a proper heatsink. When Vin is greater than 30V and IL is 3A or more, you are above 100W and have to design for that.
These two aspects are probably the most critical.
If you post exactly what Vout range you need and what current, I might be able to advise.
I would NOT use the design you showed. It will blow up if loaded to higher current levels.
TO ADD:
Showing the SOA curve of the TIP35C used in the schematic, with 40V across it, it can only handle about 1.5A DC current.