SparseDataFrame with 0.0001 density using full memory
Hi,
I discovered the SparseDataFrame very recently and ran into the following:

``` python
In [19]: %paste
In [6]: df = DataFrame(randn(10000, 4))

In [7]: df.ix[:9998] = np.nan

In [8]: sdf = df.to_sparse()

## -- End pasted text --

In [20]: sdf.values.nbytes == randn(10000,4).nbytes
Out[20]: True

In [21]: sdf.density
Out[21]: 0.0001
```

It looks to me that the SparseDataFrame is using the same amount of memory as
would a dense numpy array. What am I missing? I'm very excited about the idea of having sparse data support in pandas.
Best,
Immanuel

``` python
In [22]: %paste
>>> from pandas.util.print_versions import show_versions
>>> show_versions()

## -- End pasted text --

INSTALLED VERSIONS
------------------
commit: None
python: 2.7.6.final.0
python-bits: 64
OS: Linux
OS-release: 3.13.0-32-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.14.1
```
