These robots together are known as the Matrix of Light. They are Yuna's only allies in the first Yuna game, where her main task is to find the latter three (Jina, Erina and Marina). Together, they transform into a giant robot called Elline Noi. The text above indicates that Yuuri is also a part of the combination, but they transform just fine in the first game before Yuuri has shown up. Yuuri may be more like a copilot.

If you've seen any part of the Yuna series, you know what Elnar is like: a very intelligent, granny-like advisor to Yuna. She doesn't have any arms or legs, but she has powerful sensory equipment (including the ability to detect evil) and can fly around very quickly. She is with Yuna from the very beginning. Not only does she guide Yuna every step of the way, she also creates Yuna's battlesuit when needed; without her, Yuna can't transform. When the robots form Elline, Elnar grows huge and forms the body, shoulderpads and head of the mech. Note that it sounds like Elnar had a different voice actress in the first game than she did in the Anime and the third game.

One thing to note: Elnar is actually supposed to be Eluna. That's how it's spelled and pronounced in Japanese. But, I'm used to the way ADV spells it so it'd be a pain to try and correct myself all the time... ^_^

The neat thing about the other three robots is that they can transform into add-ons for Yuna's battlesuit.

Jina is the first robot that Yuna comes across in the first game. Jina's element is Earth. When she attaches to Yuna's Light Suit, she gives her the power to zoom along at high speed just above ground level and also provides a pair of heavy beam cannons in the shoulders of the powered-up suit. She has a sort of lazy personality. When Yuna meets Aleftina, though, she gets to do something interesting; Aleftina makes Yuna start falling asleep with her violin playing, but Elnar tells Jina to wake Yuna up -- so Jina starts stretching Yuna's face like a frog. ^_^

Marina's element is water. She turns Yuna's battlesuit into a dolphin-like swimming apparatus, complete with SCUBA-Tow type thrusters and torpedo launchers on the shoulders. She has a bubbly, ditzy sort of personality. Here's a screenshot that I happened to nab from somebody's eBay auction: