There's nothing inherently unsafe about non-isolated supplies; like any 
high-voltage project, you have to be careful about keeping everything 
properly insulated and follow minimum-spacing rules carefully.

The most-dangerous item in a high-current supply is the electrolytic cap. 
You *must* handle all of these concerns

   - Extra margin for voltage-rating. I use 450V (500V when possible) caps 
   for ~200V supplies. Higher voltage ratings also reduce leakage current. 
   Caps designed for solar-energy inverters are perfect because they come in 
   high-voltage + high temp + high ripple-current.
   - Be very conservative with rms ripple-current, because it directly 
   affects self-heating. Obviously you dont want any warm components near your 
   capacitors. Remember: Lifetime is dramatically impacted by temperature.
   - You must have a discharge resistor; I even put a flashing neon bulb 
   across my large caps to indicate they have dangerous voltage. Larger 
   resistance values take longer to discharge, but they reduce wasted energy 
   (heat)
   - Series fusing. In case the cap fails, you want to blow a fuse, not the 
   cap. The fuse must be a small as possible, and dont forget the RMS charging 
   current is not sinusiodal. BTW, this fuse is for the cap; it's in-addition 
   to the fuse at the AC input.
   - Charging-current needs to be limited during power-up. For the 1.5 amp 
   supply, a 1500uF cap will have 10 volts of ripple at 50Hz when using a 
   full-wave rectifier. I'd suggest a series charging resistor of about 200 
   ohms to charge at power-on, then 'shorting' the resistor with a relay after 
   charging is done.
   - Surge protection at the AC input. I always have a fuse on both AC 
   lines, then a varistor and 0.01uF capacitor (for filtering hash noise if 
   it's present). If your current is 'low' (which isn't the case in this 
   design), adding series resistance to create an RC filter is a big help, and 
   furthermore the resistors will act as secondary fuses if you pick 
   low-enough wattage.
   - Reverse-polarity protection diode. If you dont use a bridge rectifier, 
   be sure to put a protection diode across the cap. BTW, a bridge-rectifier 
   gives you reverse-polarity protection down to 1.4V, whereas a single diode 
   is 0.7V. Polarized electrolytics caps can be damaged with as little as 1 
   volt of reverse voltage, so you may want to add the diode even if a bridge 
   rectifier is used.

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