Memory leak?
I tried to run the following code (with master)

``` python
import pandas as pd
import psutil
import gc

print('Before', psutil.phymem_usage())
df = pd.DataFrame({'a': range(int(4e7))})
print('After', psutil.phymem_usage())
del df
gc.collect()
print('After deleting', psutil.phymem_usage())
```

and got these results

```
('Before', usage(total=6132502528L, used=2558156800L, free=3574345728L, percent=26.5))
('After', usage(total=6132502528L, used=4144177152L, free=1988325376L, percent=52.9))
('After deleting', usage(total=6132502528L, used=3503177728L, free=2629324800L, percent=42.5))
```

Is it a memory leak or am I doing something wrong?
