raspberry pi 3 to switch between 2 similar power supplies
When the relay switches there will be a short moment where the load does not get power. If it is .e.g. a battery or something which does not have to keep running you can use the circuit as-is. If it has it's own voltage regulator your load is also likely to survive the switch over.
If the load needs a continuous power supply you have to get energy from somewhere else. A capacitor is the simplest solution but there are issues with using capacitors:


The voltage will drop when they are discharging.
They can not store a lot of energy unless the are very big.
If you have big capacitors they can cause your supply to trip/fail at startup.


The is the principle circuit with the formula:  



We can calculate R from your 12V supply and max 2A: 12V/2A = 6 Ohms.
Lets assume some figures:
- We can accept a voltage drop of 0.5V.
- The relay takes 10 milliseconds to switch.  

Vo = 12V, Vt=11.5V, T=0.01 R=6 
Gives C = ~39e-3 F (39 milli Farad) 
If your supply can deliver 2A I don't think that capacitor will cause problems when you switch your system on. 

For other values, different voltage drop or faster/slower relay, you can calculate the capacitor yourself . (I hope..)