All the answers are correct that such is not possible.
But to add the hacks, I'm writing what I did:
I went to site24x7 and looked up the DNS to which I wanted to point to. It gives a whole list of IP addresses that the DNS points to. Then, I added an A record with all those address in the root domain.
This is totally free, very easy to configure but with one downside. Heroku, or whatever other provider you have, may choose to change all of those IP addresses and your setup will fail. This seems like a remote possibility as long as your site is live. I haven't faced it in the last few months- since February 2016.