The big question here is: "What is your goal in doing this?"
You could be trying for a pre-compiled to native code executable that does not require a Java Runtime Environment on the target machine. This would produce an executable for a specific platform. As far as I know, there are only 2 possibilities available for this:
the excelsior jet compiler[
^] and
the GNU compiler[
^]. I was exploring this a while ago for a project and did a very little with the excelsior compiler. Unfortunately the project was "indefinitely suspended".
You could be trying for a wrapper around your Java byte code that appears more like a native exe to your users or simplifies some deployment issues. There are a lot of varied possibilities for this.
I would suggest that you
read this[
^]. It includes a lot of good explanation, the links I provided above, and links to many choices for the other approach.
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