To land on a planet, one must slow down from orbital speed (tens of thousands of miles per hour), to a standstill on the surface. Re-entry friction with Earth's thick atmosphere reduces a spacecraft‘s speed enough for parachutes to provide a gentle descent. On the moon, which has no atmosphere, rockets are used all the way down to ensure a soft landing. Mars' very thin atmosphere cannot provide enough resistance to slow a spacecraft to a safe landing speed with just a heat shield and parachute.
How to Land on Mars: Martian Tech Explained (Infographic)

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