Context. Numerical simulations of stellar convection and photospheres have been developed to the point where detailed shapes of observed spectral lines can be explained. Stellar atmospheres are very complex, and very different physical regimes are present in the convection zone, photosphere, chromosphere, transition region and corona. To understand the details of the atmosphere it is necessary to simulate the whole atmosphere since the different layers interact strongly. These physical regimes are very diverse and it takes a highly efficient massively parallel numerical code to solve the associated equations. Aims. The design, implementation and validation of the massively parallel numerical code Bifrost for simulating stellar atmospheres from the convection zone to the corona. Methods. The code is subjected to a number of validation tests, among them the Sod shock tube test, the Orzag-Tang colliding shock test, boundary condition tests and tests of how the code treats magnetic field advection, chromospheric radiation, radiative transfer in an isothermal scattering atmosphere, hydrogen ionization and thermal conduction. Results. Bifrost completes the tests with good results and shows near linear efficiency scaling to thousands of computing cores.