SparseDataFrame(scipy.sparse.matrix) constructor generates lots of warnings
cc @TomAugspurger another one ...


Passing a sparse matrix to the SparseDataFrame constructor can generate a flood of warning message (I think because each column of the sparse matrix is converted to a SparseSeries, triggering the warning each time):

```
In [2]: import scipy.sparse                    

In [3]: sparse = scipy.sparse.rand(10, 10, 0.5) 

In [4]: pd.SparseDataFrame(sparse)                  
/home/joris/miniconda3/envs/dev37/bin/ipython:1: FutureWarning: SparseDataFrame is deprecated and will be removed in a future version.
Use a regular DataFrame whose columns are SparseArrays instead.

See http://pandas.pydata.org/pandas-docs/stable/user_guide/sparse.html#migrating for more.

  #!/home/joris/miniconda3/envs/dev37/bin/python
/home/joris/scipy/pandas/pandas/core/sparse/frame.py:230: FutureWarning: SparseSeries is deprecated and will be removed in a future version.
Use a Series with sparse values instead.

    >>> series = pd.Series(pd.SparseArray(...))

See http://pandas.pydata.org/pandas-docs/stable/user_guide/sparse.html#migrating for more.

  sparse_index=BlockIndex(N, blocs, blens))
/home/joris/scipy/pandas/pandas/core/sparse/frame.py:230: FutureWarning: SparseSeries is deprecated and will be removed in a future version.
Use a Series with sparse values instead.

    >>> series = pd.Series(pd.SparseArray(...))

See http://pandas.pydata.org/pandas-docs/stable/user_guide/sparse.html#migrating for more.

  sparse_index=BlockIndex(N, blocs, blens))
/home/joris/scipy/pandas/pandas/core/sparse/frame.py:230: FutureWarning: SparseSeries is deprecated and will be removed in a future version.
Use a Series with sparse values instead.

    >>> series = pd.Series(pd.SparseArray(...))

See http://pandas.pydata.org/pandas-docs/stable/user_guide/sparse.html#migrating for more.

  sparse_index=BlockIndex(N, blocs, blens))
/home/joris/scipy/pandas/pandas/core/sparse/frame.py:230: FutureWarning: SparseSeries is deprecated and will be removed in a future version.
Use a Series with sparse values instead.

    >>> series = pd.Series(pd.SparseArray(...))

See http://pandas.pydata.org/pandas-docs/stable/user_guide/sparse.html#migrating for more.

  sparse_index=BlockIndex(N, blocs, blens))
/home/joris/scipy/pandas/pandas/core/sparse/frame.py:230: FutureWarning: SparseSeries is deprecated and will be removed in a future version.
Use a Series with sparse values instead.

    >>> series = pd.Series(pd.SparseArray(...))

See http://pandas.pydata.org/pandas-docs/stable/user_guide/sparse.html#migrating for more.

  sparse_index=BlockIndex(N, blocs, blens))
/home/joris/scipy/pandas/pandas/core/sparse/frame.py:230: FutureWarning: SparseSeries is deprecated and will be removed in a future version.
Use a Series with sparse values instead.

    >>> series = pd.Series(pd.SparseArray(...))

See http://pandas.pydata.org/pandas-docs/stable/user_guide/sparse.html#migrating for more.

  sparse_index=BlockIndex(N, blocs, blens))
/home/joris/scipy/pandas/pandas/core/sparse/frame.py:230: FutureWarning: SparseSeries is deprecated and will be removed in a future version.
Use a Series with sparse values instead.

    >>> series = pd.Series(pd.SparseArray(...))

See http://pandas.pydata.org/pandas-docs/stable/user_guide/sparse.html#migrating for more.

  sparse_index=BlockIndex(N, blocs, blens))
/home/joris/scipy/pandas/pandas/core/sparse/frame.py:230: FutureWarning: SparseSeries is deprecated and will be removed in a future version.
Use a Series with sparse values instead.

    >>> series = pd.Series(pd.SparseArray(...))

See http://pandas.pydata.org/pandas-docs/stable/user_guide/sparse.html#migrating for more.

  sparse_index=BlockIndex(N, blocs, blens))
/home/joris/scipy/pandas/pandas/core/sparse/frame.py:230: FutureWarning: SparseSeries is deprecated and will be removed in a future version.
Use a Series with sparse values instead.

    >>> series = pd.Series(pd.SparseArray(...))

See http://pandas.pydata.org/pandas-docs/stable/user_guide/sparse.html#migrating for more.

  sparse_index=BlockIndex(N, blocs, blens))
Out[4]: 
          0         1         2         3         4         5         6         7         8         9
0  0.856466  0.482052  0.289636       NaN  0.369485       NaN  0.907167       NaN       NaN  0.531253
1       NaN       NaN  0.305235       NaN       NaN       NaN  0.744132  0.001257       NaN  0.406300
2       NaN       NaN  0.638244       NaN       NaN       NaN  0.436574       NaN       NaN  0.225573
3  0.881299       NaN  0.645047  0.203569       NaN  0.341134       NaN  0.553526  0.539011  0.682595
4  0.481258       NaN       NaN  0.919469       NaN  0.101564       NaN       NaN       NaN       NaN
5  0.244346  0.282246       NaN       NaN       NaN       NaN       NaN       NaN  0.412830       NaN
6  0.051837       NaN  0.101553  0.512826  0.985031  0.679645  0.248445       NaN  0.081652       NaN
7  0.048519       NaN  0.621497  0.483698       NaN       NaN       NaN  0.548918       NaN  0.716907
8       NaN  0.801704       NaN       NaN       NaN  0.611459  0.669670       NaN  0.835271  0.336365
9  0.302106       NaN  0.672587  0.609117  0.570041  0.662911  0.684364       NaN       NaN  0.795059
```