Convert OpenSSH RSA or DSA key to PEM format

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