MATLAB is shipped with a supported version of the JVM. To install it, go to the MATLAB bin directory and run the "msjavx86.exe" file. If you're using an unsupported version of the JVM, you can reinstall the correct version as described in The MathWorks Technical Support solution 25185 at this URL:

http://www.mathworks.com/support/solutions/v5/25185.shtml

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