[R] Defining vectors with per-determined correlations

[John Sorkin]

I need to define three vectors x, y, z (each of length 100) such that the pair-wise correlations of the vectors have per-defined values r1 and r2. More specifically I need to define x, y, and z so that:
 
corr(x,y) = r1
corr(y,z) = r2
 
Is there any easy way to accomplish this with R?
 
Thank you,
John
John David Sorkin M.D., Ph.D.
Professor of Medicine
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology and Geriatric Medicine
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing) 

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