I assume you meant convert $\ce{CO2}$ into $\ce{O2}$.
Lithium peroxide ($\ce{Li2O2}$) is a substance that does this. It absorbs $\ce{CO2}$ and converts itself into $\ce{Li2CO3}$ and $\ce{O2}$:
$$\ce{2Li2O2 + 2CO2 -> 2Li2CO3 + O2}$$
It was used as an air purifier in the spacecraft to scrub carbon dioxide. It offers it's bonus of releasing oxygen as well as being non-hygroscopic, so it won't remove the moisture content in the air.
But at any day, you would need a lot of lithium peroxide if you want to make Mars habitable.
Edit: The partial pressure of carbon dioxide in the Martian atmosphere is $\pu{575.8Pa}$. Using the ideal gas law, and temperature of Mars is $218K$, we get amount of substance of $\ce{CO2}$ as $\pu{0.32mol/m^3}$.
Such an amount would require $\pu{14.65g}$ of lithium peroxide per cubic meter of martian atmosphere. According to SigmaAldrich, that costs about ₹21.22 (33 US cents) per cubic meter.