There does not seem to be a built-in function for that.
Below is an example and a helper function based on it.
Example of converting a 4 by 1 matrix into a 2 by 2 one.
Imports and settings:
>>> from mpmath import *
>>> mp.dps = 15
>>> mp.pretty = True
Define a:
>>> a = matrix(list(range(4)))
>>> a
[0.0]
[1.0]
[2.0]
[3.0]
Turn it into a list and flatten the list:
>>> b = sum(a.tolist(), [])
>>> b
[0.0, 1.0, 2.0, 3.0]
Use that list to build the new matrix:
>>> c = matrix([b[2*k:2*k+2] for k in range(2)])
>>> c
[0.0 1.0]
[2.0 3.0]
Helper function to reshape any matrix to any size:
>>> def reshape(mat, m, n):
... z = sum(mat.tolist(), [])
... return matrix([z[n*k:n*k+n] for k in range(m)])
...
>>> d = matrix(list(range(9)))
>>> reshape(d, 3, 3)
[0.0 1.0 2.0]
[3.0 4.0 5.0]
[6.0 7.0 8.0]