LAMP PHP "\n" not working

I just installed a Bitnami Cloud Instance into Ubuntu on Amazon. For some reason, the use of the "\n" is not working there.

Here is the literal code

<?php 
echo "Hello "; 
echo "\\n";
echo "World";

echo "<br>"; 
echo "Hello "; 
echo "<br>"; 
echo "World"; 
 ?>

Here is the output

Hello World

Hello

World

I have tried all sorts of different ideas (using PHP_EOL, using backslash-d followed by backslash-n)

You can see this in action here: http://citytechgids.bitnamiapp.com/testhello.php

Any help greatly appreciated.