RSA to PEM
First create an RSA key using OpenSSH tools:
$ ssh-keygen -t rsa
Then converted it to PEM format:
$ openssl rsa -in ~/.ssh/id_rsa -outform pem > id_rsa.pem
DSA to PEM
First create an DSA key using OpenSSH tools:
$ ssh-keygen -t dsa
Then converted it to PEM format:
$ openssl dsa -in ~/.ssh/id_dsa -outform pem > id_dsa.pem