PERF: ~40x speedup in sparse init and ops by using numpy in check_integrity
A pretty significant regression was introduced into `SparseArray` operations around the release of v0.20.0:
![089e89af-a40d-4443-ad3b-16018f9f44fd](https://user-images.githubusercontent.com/440095/51856811-79554f80-22e5-11e9-8227-fc646c269b33.png)

A run of `asv find` identified https://github.com/pandas-dev/pandas/pull/15863 as the source; simply using numpy operations rather than python-in-cython yields a ~40x speedup:
```
$ asv compare master HEAD -s --sort ratio

Benchmarks that have improved:

       before           after         ratio
     [2b16e2e6]       [0e35de9b]
     <master>         <sparse_check_integrity>
-      46.4±0.4ms       42.0±0.1ms     0.91  sparse.SparseArrayConstructor.time_sparse_array(0.01, nan, <class 'object'>)
-       216±0.4μs        193±0.4μs     0.89  sparse.Arithmetic.time_intersect(0.01, 0)
-      60.1±0.2ms       48.1±0.1ms     0.80  sparse.SparseArrayConstructor.time_sparse_array(0.01, 0, <class 'object'>)
-      1.02±0.01s          594±6ms     0.58  reshape.GetDummies.time_get_dummies_1d_sparse
-       96.3±10ms       54.1±0.2ms     0.56  sparse.SparseArrayConstructor.time_sparse_array(0.1, nan, <class 'object'>)
-       105±0.3ms       56.1±0.3ms     0.54  sparse.SparseArrayConstructor.time_sparse_array(0.1, 0, <class 'object'>)
-      7.43±0.2ms      3.17±0.08ms     0.43  sparse.SparseArrayConstructor.time_sparse_array(0.01, nan, <class 'numpy.float64'>)
-     6.67±0.02ms      2.50±0.03ms     0.37  sparse.SparseArrayConstructor.time_sparse_array(0.01, 0, <class 'numpy.int64'>)
-         660±9ms        237±0.2ms     0.36  sparse.Arithmetic.time_make_union(0.1, nan)
-        674±10ms        237±0.2ms     0.35  sparse.Arithmetic.time_make_union(0.01, nan)
-     6.27±0.04ms      2.03±0.02ms     0.32  sparse.SparseArrayConstructor.time_sparse_array(0.01, 0, <class 'numpy.float64'>)
-     5.71±0.08ms      1.58±0.01ms     0.28  sparse.Arithmetic.time_intersect(0.1, 0)
-      50.0±0.6ms      7.94±0.04ms     0.16  sparse.SparseArrayConstructor.time_sparse_array(0.1, nan, <class 'numpy.float64'>)
-      93.4±0.6ms      14.7±0.04ms     0.16  sparse.Arithmetic.time_divide(0.1, 0)
-      93.4±0.6ms      14.5±0.05ms     0.16  sparse.Arithmetic.time_add(0.1, 0)
-     9.69±0.03ms         1.46±0ms     0.15  sparse.Arithmetic.time_divide(0.01, 0)
-      48.7±0.4ms      7.29±0.01ms     0.15  sparse.SparseArrayConstructor.time_sparse_array(0.1, 0, <class 'numpy.int64'>)
-     9.71±0.04ms         1.45±0ms     0.15  sparse.Arithmetic.time_add(0.01, 0)
-      91.6±0.5ms      12.9±0.04ms     0.14  sparse.Arithmetic.time_make_union(0.1, 0)
-      49.8±0.8ms      6.84±0.01ms     0.14  sparse.SparseArrayConstructor.time_sparse_array(0.1, 0, <class 'numpy.float64'>)
-     9.37±0.01ms         1.18±0ms     0.13  sparse.Arithmetic.time_make_union(0.01, 0)
-      9.60±0.1ms         1.05±0ms     0.11  sparse.ArithmeticBlock.time_division(nan)
-      9.50±0.2ms         1.03±0ms     0.11  sparse.ArithmeticBlock.time_addition(nan)
-      9.49±0.1ms          991±2μs     0.10  sparse.ArithmeticBlock.time_division(0)
-      9.52±0.1ms          981±2μs     0.10  sparse.ArithmeticBlock.time_addition(0)
-      9.19±0.1ms          827±2μs     0.09  sparse.ArithmeticBlock.time_make_union(nan)
-      9.01±0.1ms          796±2μs     0.09  sparse.ArithmeticBlock.time_make_union(0)
-     4.31±0.04ms        156±0.3μs     0.04  sparse.ArithmeticBlock.time_intersect(nan)
-     4.33±0.09ms        156±0.5μs     0.04  sparse.ArithmeticBlock.time_intersect(0)
-        464±20ms         14.6±1ms     0.03  sparse.SparseArrayConstructor.time_sparse_array(0.01, nan, <class 'numpy.int64'>)
-         439±4ms         12.1±1ms     0.03  sparse.SparseArrayConstructor.time_sparse_array(0.1, nan, <class 'numpy.int64'>)
-         440±2ms      10.7±0.01ms     0.02  sparse.Arithmetic.time_intersect(0.01, nan)
-        444±10ms      10.7±0.01ms     0.02  sparse.Arithmetic.time_intersect(0.1, nan)

Benchmarks that have stayed the same:

       before           after         ratio
     [2b16e2e6]       [0e35de9b]
     <master>         <sparse_check_integrity>
         246±10ms          251±7ms     1.02  sparse.SparseSeriesToFrame.time_series_to_frame
          597±2ms         605±10ms     1.01  sparse.SparseDataFrameConstructor.time_from_scipy
          6.21±0s       6.26±0.02s     1.01  sparse.SparseDataFrameConstructor.time_constructor
      2.87±0.01ms      2.88±0.04ms     1.01  sparse.FromCoo.time_sparse_series_from_coo
          246±1ms          247±2ms     1.00  sparse.SparseDataFrameConstructor.time_from_dict
      2.29±0.05ms      2.29±0.01ms     1.00  sparse.Arithmetic.time_add(0.1, nan)
      2.06±0.01ms      2.06±0.01ms     1.00  reshape.SparseIndex.time_unstack
      4.61±0.01ms      4.62±0.01ms     1.00  sparse.Arithmetic.time_divide(0.1, nan)
      4.05±0.01ms      4.04±0.01ms     1.00  sparse.Arithmetic.time_divide(0.01, nan)
       46.2±0.3ms       46.1±0.1ms     1.00  sparse.ToCoo.time_sparse_series_to_coo
      2.31±0.03ms      2.29±0.02ms     0.99  sparse.Arithmetic.time_add(0.01, nan)
```


- [ ] closes #xxxx
- [ ] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24985?src=pr&el=h1) Report
> Merging [#24985](https://codecov.io/gh/pandas-dev/pandas/pull/24985?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/bf693ffb520da3b315737a8d52595646afa74d63?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/24985/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/24985?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #24985      +/-   ##
==========================================
- Coverage   92.38%   92.38%   -0.01%     
==========================================
  Files         166      166              
  Lines       52400    52400              
==========================================
- Hits        48409    48408       -1     
- Misses       3991     3992       +1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.8% <ø> (ø)` | :arrow_up: |
| #single | `42.89% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/24985?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/24985/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `88.04% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24985?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24985?src=pr&el=footer). Last update [bf693ff...51598aa](https://codecov.io/gh/pandas-dev/pandas/pull/24985?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24985?src=pr&el=h1) Report
> Merging [#24985](https://codecov.io/gh/pandas-dev/pandas/pull/24985?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/abf0824200a34c00f6a20b283bbb968f2c2d288f?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/24985/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/24985?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #24985      +/-   ##
==========================================
+ Coverage   92.38%   92.38%   +<.01%     
==========================================
  Files         166      166              
  Lines       52401    52401              
==========================================
+ Hits        48409    48410       +1     
+ Misses       3992     3991       -1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.8% <ø> (ø)` | :arrow_up: |
| #single | `42.88% <ø> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/24985?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/24985/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `88.13% <0%> (+0.09%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24985?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24985?src=pr&el=footer). Last update [abf0824...aa6f1b3](https://codecov.io/gh/pandas-dev/pandas/pull/24985?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 seems fine for 0.24.1, @TomAugspurger ? Since this has been around for so long, I'd lean towards 0.25.0. @qwhelan can you move the whatsnew to 0.25.0 ping on green. @jreback ping thanks @qwhelan 