It depends on which SP of 4.1 you’re running. Looking at the developer guide for the 4.1 SP7 RESTful Web Services Webi and Semantic Layer, section 8.6 discussing getting the connection information. However, it doesn’t directly discuss how to change the connection there. Instead, you have to go to section 8.5.4 to get that information.
I’m not sure when this functionality was added to the RESTful web services, but you can get to the documentation here: http://help-legacy.sap.com/bobip41#section7 Find the document that either matches your SP or is the newest version prior to your SP to determine whether you have this functionality.