I read the documentation on NumPy C API I could find, but still wasn't able to find out whether there is a possibility to construct a matrix object with C API — not a two-dimensional array. The function is intended for work with math matrices, and I don't want strange results if the user calls matrix multiplication forgetting to convert this value from an array to a matrix (multiplication and exponentiation being the only difference that matrix subclass has).
numpy.matrix is an ordinary class defined in numpy/core/defmatrix.py. You can construct it using C API as any other instance of user-defined class in Python.