The Java Virtual Machine
There is an alternative to compiling a high-level language program. Instead of using a compiler, which translates the program all at once, you can use an interpreter, which translates it instruction-by-instruction, as necessary. An interpreter is a program that acts much like a CPU, with a kind of fetch-and-execute cycle. In order to execute a program, the interpreter runs in a loop in which it repeatedly reads one instruction from the program, decides what is necessary to carry out that instruction, and then performs the appropriate machine-language commands to do so.
One use of interpreters is to execute high-level language programs. For example, the programming language Lisp is usually executed by an interpreter rather than a compiler. However, interpreters have another purpose: they can let you use a machine-language program meant for one type of computer on a completely different type of computer. For example, there is a program called "Virtual PC" that runs on Mac OS computers. Virtual PC is an interpreter that executes machine-language programs written for IBM-PC-clone computers. If you run Virtual PC on your Mac OS, you can run any PC program, including programs written for Windows. (Unfortunately, a PC program will run much more slowly than it would on an actual IBM clone. The problem is that Virtual PC executes several Mac OS machine-language instructions for each PC machine-language instruction in the program it is interpreting. Compiled programs are inherently faster than interpreted programs.)
The designers of Java chose to use a combination of compilation and interpretation. Programs written in Java are compiled into machine language, but it is a machine language for a computer that doesn't really exist. This so-called "virtual" computer is known as the Java Virtual Machine, or JVM. The machine language for the Java Virtual Machine is called Java bytecode. There is no reason why Java bytecode couldn't be used as the machine language of a real computer, rather than a virtual computer. But in fact the use of a virtual machine makes possible one of the main selling points of Java: the fact that it can actually be used on any computer. All that the computer needs is an interpreter for Java bytecode. Such an interpreter simulates the JVM in the same way that Virtual PC simulates a PC computer. (The term JVM is also used for the Java bytecode interpreter program that does the simulation, so we say that a computer needs a JVM in order to run Java programs. Technically, it would be more correct to say that the interpreter implements the JVM than to say that it is a JVM.)
Of course, a different Java bytecode interpreter is needed for each type of computer, but once a computer has a Java bytecode interpreter, it can run any Java bytecode program. And the same Java bytecode program can be run on any computer that has such an interpreter. This is one of the essential features of Java: the same compiled program can be run on many different types of computers.