[R] about the Choleski factorization

[93354504]

Hi there, 

Given a positive definite symmetric matrix, I can use chol(x) to obtain U where U is upper triangular
and x=U'U. For example,

x=matrix(c(5,1,2,1,3,1,2,1,4),3,3)
U=chol(x)
U
#         [,1]      [,2]      [,3]
#[1,] 2.236068 0.4472136 0.8944272
#[2,] 0.000000 1.6733201 0.3585686
#[3,] 0.000000 0.0000000 1.7525492
t(U)%*%U   # this is exactly x

Does anyone know how to obtain L such that L is lower triangular and x=L'L? Thank you.

Alex