Converting voltages using LM337
In your drawing, you have the voltage-set resistors connected incorrrectly.  R1 should be between Ourput and Adjust, and R2 from Adjust to Ground.

However, correcting this won't allow the LM337 to create a higher output voltage than its input voltage.  

Linear regulators such as the LM317, LM78xx, LM337, LM79xx can only reduce the input voltage, not increase it.  It might have been clearer if they were originally called "Voltage Reducers" rather than "Voltage Regulators".  The regulators require some minimum voltage across them, called "Dropout Voltage" - 2 volts or more for many types, but "Low Dropout" regulators can work with less than 1 volt difference between input and output.