Ssh-keygen does not create RSA private key

To change the passphrase on your default key:

$ ssh-keygen -p

If you need to specify a key, pass the -f option:

$ ssh-keygen -p -f ~/.ssh/id_dsa

then provide your old and new passphrase (twice) at the prompts. (Use ~/.ssh/id_rsa if you have an RSA key.)

More details from man ssh-keygen:

[...]
SYNOPSIS
    ssh-keygen [-q] [-b bits] -t type [-N new_passphrase] [-C comment]
               [-f output_keyfile]
    ssh-keygen -p [-P old_passphrase] [-N new_passphrase] [-f keyfile]
[...]
     -f filename
             Specifies the filename of the key file.
[...]
     -N new_passphrase
             Provides the new passphrase.

     -P passphrase
             Provides the (old) passphrase.

     -p      Requests changing the passphrase of a private key file instead of
             creating a new private key.  The program will prompt for the file
             containing the private key, for the old passphrase, and twice for
             the new passphrase.
[...]

Use the -y option to ssh-keygen:

ssh-keygen -f ~/.ssh/id_rsa -y > ~/.ssh/id_rsa.pub

From the 'man ssh-keygen'

 -y      This option will read a private OpenSSH format file and print an
         OpenSSH public key to stdout.

Specify the private key with the -f option, yours might be dsa instead of rsa. The name of your private key probably contains which you used. The newly generated public key should be the same as the one you generated before.