Native, or platform dependent applications are designed to execute only inside the certain operating system.

For example the native Windows application car run only on Windows platform and the native Symbian application can work only on Nokia phone.

Contrary to native applications, the platform independent application such as Java do not need a centralized or specific environment and can work on Windows, Linux, iPhone and Android. 

Due to their specific nature and ability to better utilize the system hardware, native applications are usually very fast, robust and secure and cannot be decompiled.

Native applications have tight control over typefaces, architecture, design and layout. They have full access to the computer hardware and can use game controllers, USB devices, speakers, microphone or webcam. You need specific tools for developing native applications and have to build new application for each target platform.