BUG: Pandas 1.1.3 read_csv raises a TypeError when dtype, and index_col are provided, and file has >1M rows 
- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

#### Code Sample, a copy-pastable example

```python
import pandas as pd
import numpy as np

ROWS = 1000001  #  <--------- with 1000000, it works

with open('out.dat', 'w') as fd:
    for i in range(ROWS):
        fd.write('%d\n' % i)

df = pd.read_csv('out.dat', names=['a'], dtype={'a': np.float64}, index_col=['a'])

```

#### Problem description

When `ROWS = 1000001`, I get the following traceback:

```
Traceback (most recent call last):
  File "try.py", line 10, in <module>
    df = pd.read_csv('out.dat', names=['a'], dtype={'a': np.float64}, index_col=['a'])
  File "/tmp/new_pandas/lib64/python3.6/site-packages/pandas/io/parsers.py", line 686, in read_csv
    return _read(filepath_or_buffer, kwds)
  File "/tmp/new_pandas/lib64/python3.6/site-packages/pandas/io/parsers.py", line 458, in _read
    data = parser.read(nrows)
  File "/tmp/new_pandas/lib64/python3.6/site-packages/pandas/io/parsers.py", line 1196, in read
    ret = self._engine.read(nrows)
  File "/tmp/new_pandas/lib64/python3.6/site-packages/pandas/io/parsers.py", line 2231, in read
    index, names = self._make_index(data, alldata, names)
  File "/tmp/new_pandas/lib64/python3.6/site-packages/pandas/io/parsers.py", line 1677, in _make_index
    index = self._agg_index(index)
  File "/tmp/new_pandas/lib64/python3.6/site-packages/pandas/io/parsers.py", line 1770, in _agg_index
    arr, _ = self._infer_types(arr, col_na_values | col_na_fvalues)
  File "/tmp/new_pandas/lib64/python3.6/site-packages/pandas/io/parsers.py", line 1871, in _infer_types
    mask = algorithms.isin(values, list(na_values))
  File "/tmp/new_pandas/lib64/python3.6/site-packages/pandas/core/algorithms.py", line 443, in isin
    if np.isnan(values).any():
TypeError: ufunc 'isnan' not supported for the input types, and the inputs could not be safely coerced to any supported types according to the casting rule ''safe''

```

#### Expected Output

With pandas 1.1.2, or ROWS = 1000000, it works fine.

#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit           : db08276bc116c438d3fdee492026f8223584c477
python           : 3.6.3.final.0
python-bits      : 64
OS               : Linux
OS-release       : 3.10.0-957.38.3.el7.x86_64
Version          : #1 SMP Mon Nov 11 12:01:33 EST 2019
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.1.3
numpy            : 1.19.2
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.2.3
setuptools       : 50.3.0
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : 7.16.1
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pyxlsb           : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : None

</details>
