SSH magic: Authorize only once for multiple ssh/scp invocations

OpenSSH has a nice feature that makes it possible to open one “master connection”, which can be shared by multiple subsequent ssh/scp/sftp “slave connections”. The advantage is that you need to supply password only when opening the master connection and thus you can easily perform a sequence of remote commands without constant re-authentication. Let’s see how to do it in such a way that it can be used in a script.