Almost all programs have some machine dependencies (that is, they run somewhat differently on different types of computers), but the degree of independence can vary widely. Machine-independent programs give you more flexibility: if you buy a new type of computer, you can continue using the same software package instead of learning a new one. On the other hand, machine-dependent programs often take advantage of special hardwarefeatures of a particular computer, making the programs faster.
Another term for machine dependent is device dependent, but whereas machine dependent usually refers to the computer, device dependent can refer to a dependency on any device, like a printer.
