title: Pandas sparse dataFrame to sparse matrix, without generating a dense matrix in memory
body: <p>Is there a way to convert from a <code>pandas.SparseDataFrame</code> to <code>scipy.sparse.csr_matrix</code>, without generating a dense matrix in memory?</p>
  
  <pre><code>scipy.sparse.csr_matrix(df.values)
  </code></pre>
  
  <p>doesn't work as it generates a dense matrix which is cast to the <code>csr_matrix</code>.</p>
  
  <p>Thanks in advance!</p>