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How to programatically change username (user_login)?

As in the title, how to programatically change user’s login?

I wanted to use wp_insert_user function, but it appears that when updating current user, it doesn’t change their username. Should I use $wpdb->update for that? If yes, how would code for changing username look like? What consequences would changing user login have, given that WordPress API doesn’t allow changing usernames?