Add progress report to WriteMemory methods

[josesimoes]

Description

• Add IProgress parameter to WriteMemory methods.

Motivation and Context

• Improve operation feedback.

How Has This Been Tested?

Screenshots

Types of changes

• Improvement (non-breaking change that improves a feature, code or algorithm)
• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Config and build (change in the configuration and build system, has no impact on code or features)
• Dependencies (update dependencies and changes associated, has no impact on code or features)

Checklist:

• My code follows the code style of this project.
• My change requires a change to the documentation.
• I have updated the documentation accordingly.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.