Eclipse; an editor and build-management environment.
JVM: Java Virtual Machine: the program, implemented differently for different platforms, that runs the java bytecode created by the compiler.
JRE: Java Runtime Environment. Usually the Oracle or GNU implementation. Contains a JVM and the standard library implementation, but no editors or compilers. It's meant to provide a complete but only sufficient runtime environment.
JDK: Java Development Kit: the JRE, plus a compiler.