Change password in auth provider besides local datastore

This issue has been migrated from [#3379](https://github.com/matrix-org/synapse/issues/3379).

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One feature which would be important in our implementation of riot/matrix/synapse is that, whenever user changes her password in the client, the password be also changed in LDAP.

Synapse today only stores the change in datastore, but doesn't set password in LDAP auth provider.

In validate_login, inside auth.py, there is a loop through providers to make the login. Maybe something like this should be done in set_password.py.

Is there interest in an implementation like that? If so, we'd be happy to make a proposal. Or is there a reason for not implementing it?