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Description
I've noticed a bunch of issues with SparseDataFrame's constructor, particularly around support for non-float64 datatypes:
-  when datais not provided, the default_fill_value is not used to fill the data (noted in passing BUG: SparseDataFrame does not allow single value data #5470):
>>> pd.SparseDataFrame(columns=list("ab"), index=range(4), default_fill_value=0.0) a b 0 NaN NaN 1 NaN NaN 2 NaN NaN 3 NaN NaN- [ ] when data is not provided and the dtype is set to int64, the constructor call fails
>>> pd.SparseDataFrame(columns=list("ab"), index=range(4), dtype=np.int64) ValueError: cannot convert float NaN to integer-  whendatais an empty sparse matrix withint64entries and nodtypeis specified, the type of the SparseDataFrame is stillfloat64. Worse, even whendtypeis specified, it still doesn't work.
>>> pd.SparseDataFrame(coo_matrix((4,3), dtype=np.int64)) 0 1 2 0 NaN NaN NaN 1 NaN NaN NaN 2 NaN NaN NaN 3 NaN NaN NaN >>> pd.SparseDataFrame(coo_matrix((4,3), dtype=np.int64), dtype=np.int64) 0 1 2 0 NaN NaN NaN 1 NaN NaN NaN 2 NaN NaN NaN 3 NaN NaN NaN-  probably due to the same issue, given a sparse matrix with underlying elements of typeint64, if any of the values in a column is0then that column will be treated asfloat64s:
>>> pd.SparseDataFrame(coo_matrix(np.arange(12).reshape(4,3), dtype=np.int64)) 0 1 2 0 NaN 1 2 1 3.0 4 5 2 6.0 7 8 3 9.0 10 11(as long as at least one value is non-zero, then this can be worked around by setting default_fill_value; however, if all of the values in one column are zero then this no longer works).
Output of pd.show_versions()
 INSTALLED VERSIONS
 commit: None
 python: 3.5.2.final.0
 python-bits: 64
 OS: Windows
 OS-release: 10
 machine: AMD64
 processor: Intel64 Family 6 Model 63 Stepping 2, GenuineIntel
 byteorder: little
 LC_ALL: None
 LANG: None
 LOCALE: None.None
pandas: 0.20.2
 pytest: 2.9.2
 pip: 8.1.2
 setuptools: 27.2.0
 Cython: 0.25.2
 numpy: 1.13.0
 scipy: 0.18.1
 xarray: None
 IPython: 5.1.0
 sphinx: 1.4.6
 patsy: 0.4.1
 dateutil: 2.5.3
 pytz: 2016.6.1
 blosc: None
 bottleneck: 1.1.0
 tables: 3.2.2
 numexpr: 2.6.1
 feather: None
 matplotlib: 2.0.2
 openpyxl: 2.3.2
 xlrd: 1.0.0
 xlwt: 1.1.2
 xlsxwriter: 0.9.3
 lxml: 3.6.4
 bs4: 4.5.1
 html5lib: None
 sqlalchemy: 1.0.13
 pymysql: None
 psycopg2: None
 jinja2: 2.8
 s3fs: None
 pandas_gbq: None
 pandas_datareader: 0.4.0