TST: fix incorrect sparse test (now failing on scipy master)
Closes https://github.com/pandas-dev/pandas/issues/25652
Tagging this for backport. @TomAugspurger my first analysis was wrong. The failure was actually a bug fix in scipy, indicating at a wrong usage of `coo_matrix`. See updated version of this PR. For testing the result, I just assumed the current result of it on master is correct, but if you can take a quick look. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25653?src=pr&el=h1) Report
> Merging [#25653](https://codecov.io/gh/pandas-dev/pandas/pull/25653?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/f88613929d6c83952cb5a6bf70678a78be480baa?src=pr&el=desc) will **decrease** coverage by `49.54%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25653/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25653?src=pr&el=tree)

```diff
@@             Coverage Diff             @@
##           master   #25653       +/-   ##
===========================================
- Coverage   91.26%   41.71%   -49.55%     
===========================================
  Files         173      173               
  Lines       52968    52968               
===========================================
- Hits        48340    22096    -26244     
- Misses       4628    30872    +26244
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `?` | |
| #single | `41.71% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25653?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/formats/latex.py](https://codecov.io/gh/pandas-dev/pandas/pull/25653/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvbGF0ZXgucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/core/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/25653/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY2F0ZWdvcmljYWwucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/sas/sas\_constants.py](https://codecov.io/gh/pandas-dev/pandas/pull/25653/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfY29uc3RhbnRzLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/plotting.py](https://codecov.io/gh/pandas-dev/pandas/pull/25653/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcGxvdHRpbmcucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/25653/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvY29udmVydGVyLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/formats/html.py](https://codecov.io/gh/pandas-dev/pandas/pull/25653/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvaHRtbC5weQ==) | `0% <0%> (-99.36%)` | :arrow_down: |
| [pandas/core/groupby/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/25653/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9jYXRlZ29yaWNhbC5weQ==) | `0% <0%> (-95.46%)` | :arrow_down: |
| [pandas/io/sas/sas7bdat.py](https://codecov.io/gh/pandas-dev/pandas/pull/25653/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXM3YmRhdC5weQ==) | `0% <0%> (-91.17%)` | :arrow_down: |
| [pandas/io/sas/sas\_xport.py](https://codecov.io/gh/pandas-dev/pandas/pull/25653/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfeHBvcnQucHk=) | `0% <0%> (-90.15%)` | :arrow_down: |
| [pandas/core/tools/numeric.py](https://codecov.io/gh/pandas-dev/pandas/pull/25653/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvdG9vbHMvbnVtZXJpYy5weQ==) | `10.44% <0%> (-89.56%)` | :arrow_down: |
| ... and [130 more](https://codecov.io/gh/pandas-dev/pandas/pull/25653/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25653?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/25653?src=pr&el=footer). Last update [f886139...e61d5a7](https://codecov.io/gh/pandas-dev/pandas/pull/25653?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/25653?src=pr&el=h1) Report
> Merging [#25653](https://codecov.io/gh/pandas-dev/pandas/pull/25653?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/f88613929d6c83952cb5a6bf70678a78be480baa?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/25653/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25653?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25653      +/-   ##
==========================================
- Coverage   91.26%   91.26%   -0.01%     
==========================================
  Files         173      173              
  Lines       52968    52968              
==========================================
- Hits        48340    48339       -1     
- Misses       4628     4629       +1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.83% <ø> (ø)` | :arrow_up: |
| #single | `41.71% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25653?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25653/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `87.57% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25653?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/25653?src=pr&el=footer). Last update [f886139...e61d5a7](https://codecov.io/gh/pandas-dev/pandas/pull/25653?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Not sure why it is not showing green (but still busy here), as on Azure everything is finished (https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=9255), so merging.