Squashed commit of the following:

commit 8b136bf
Merge: 3005aed 01d3dc2
Author: Tom Augspurger <tom.w.augspurger@gmail.com>
Date:   Fri Mar 15 16:03:23 2019 -0500

    Merge remote-tracking branch 'upstream/master' into sparse-frame-accessor

commit 3005aed
Author: Tom Augspurger <tom.w.augspurger@gmail.com>
Date:   Thu Mar 14 06:26:32 2019 -0500

    isort?

commit 318c06f
Merge: 0922296 79205ea
Author: Tom Augspurger <tom.w.augspurger@gmail.com>
Date:   Thu Mar 14 06:25:45 2019 -0500

    Merge remote-tracking branch 'upstream/master' into sparse-frame-accessor

commit 0922296
Author: Tom Augspurger <tom.w.augspurger@gmail.com>
Date:   Wed Mar 13 21:35:51 2019 -0500

    updates

commit f433be8
Author: Tom Augspurger <tom.w.augspurger@gmail.com>
Date:   Wed Mar 13 20:54:07 2019 -0500

    lint

commit 6696f28
Merge: 534a379 1017382
Author: Tom Augspurger <tom.w.augspurger@gmail.com>
Date:   Wed Mar 13 20:53:13 2019 -0500

    Merge remote-tracking branch 'upstream/master' into sparse-frame-accessor

commit 534a379
Merge: 94a7baf 5c341dc
Author: Tom Augspurger <tom.w.augspurger@gmail.com>
Date:   Tue Mar 12 14:37:27 2019 -0500

    Merge remote-tracking branch 'upstream/master' into sparse-frame-accessor

commit 94a7baf
Author: Tom Augspurger <tom.w.augspurger@gmail.com>
Date:   Tue Mar 12 14:22:48 2019 -0500

    fixups

commit 6f619b5
Author: Tom Augspurger <tom.w.augspurger@gmail.com>
Date:   Tue Mar 12 13:38:48 2019 -0500

    32-bit compat

commit 24f48c3
Author: Tom Augspurger <tom.w.augspurger@gmail.com>
Date:   Mon Mar 11 22:05:46 2019 -0500

    API: DataFrame.sparse accessor

    Closes pandas-dev#25681

doc/source/reference/frame.rst

@@ -312,6 +312,29 @@ specific plotting methods of the form ``DataFrame.plot.<kind>``.
    DataFrame.boxplot
    DataFrame.hist
 
+
+.. _api.frame.sparse:
+
+Sparse Accessor
+~~~~~~~~~~~~~~~
+
+Sparse-dtype specific methods and attributes are provided under the
+``DataFrame.sparse`` accessor.
+
+.. autosummary::
+   :toctree: api/
+   :template: autosummary/accessor_attribute.rst
+
+   DataFrame.sparse.density
+
+.. autosummary::
+   :toctree: api/
+
+   DataFrame.sparse.from_spmatrix
+   DataFrame.sparse.to_coo
+   DataFrame.sparse.to_dense
+
+
 Serialization / IO / Conversion
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 .. autosummary::

doc/source/whatsnew/v0.25.0.rst

@@ -26,6 +26,7 @@ Other Enhancements
 - :meth:`DataFrame.set_index` now works for instances of ``abc.Iterator``, provided their output is of the same length as the calling frame (:issue:`22484`, :issue:`24984`)
 - :meth:`DatetimeIndex.union` now supports the ``sort`` argument. The behaviour of the sort parameter matches that of :meth:`Index.union` (:issue:`24994`)
 - :meth:`DataFrame.rename` now supports the ``errors`` argument to raise errors when attempting to rename nonexistent keys (:issue:`13473`)
+- Added :ref:`api.frame.sparse` for working with a ``DataFrame`` whose values are sparse (:issue:`25681`)
 - :class:`RangeIndex` has gained :attr:`~RangeIndex.start`, :attr:`~RangeIndex.stop`, and :attr:`~RangeIndex.step` attributes (:issue:`25710`)
 
 .. _whatsnew_0250.api_breaking:

pandas/core/arrays/sparse.py

@@ -678,6 +678,55 @@ def _simple_new(cls, sparse_array, sparse_index, dtype):
         new._dtype = dtype
         return new
 
+    @classmethod
+    def from_spmatrix(cls, data):
+        """
+        Create a SparseArray from a scipy.sparse matrix.
+
+        .. versionadded:: 0.25.0
+
+        Parameters
+        ----------
+        data : scipy.sparse.sp_matrix
+            This should be a SciPy sparse matrix where the size
+            of the second dimension is 1. In other words, a
+            sparse matrix with a single column.
+
+        Returns
+        -------
+        SparseArray
+
+        Examples
+        --------
+        >>> import scipy.sparse
+        >>> mat = scipy.sparse.coo_matrix((4, 1))
+        >>> pd.SparseArray.from_spmatrix(mat)
+        [0.0, 0.0, 0.0, 0.0]
+        Fill: 0.0
+        IntIndex
+        Indices: array([], dtype=int32)
+        """
+        length, ncol = data.shape
+
+        if ncol != 1:
+            raise ValueError(
+                "'data' must have a single column, not '{}'".format(ncol)
+            )
+
+        # our sparse index classes require that the positions be strictly
+        # increasing. So we need to sort loc, and arr accordingly.
+        arr = data.data
+        idx, _ = data.nonzero()
+        loc = np.argsort(idx)
+        arr = arr.take(loc)
+        idx.sort()
+
+        zero = np.array(0, dtype=arr.dtype).item()
+        dtype = SparseDtype(arr.dtype, zero)
+        index = IntIndex(length, idx)
+
+        return cls._simple_new(arr, index, dtype)
+
     def __array__(self, dtype=None, copy=True):
         fill_value = self.fill_value
 
@@ -1891,27 +1940,32 @@ def _make_index(length, indices, kind):
 # ----------------------------------------------------------------------------
 # Accessor
 
+
+class BaseAccessor(object):
+    _validation_msg = "Can only use the '.sparse' accessor with Sparse data."
+
+    def __init__(self, data=None):
+        self._parent = data
+        self._validate(data)
+
+    def _validate(self, data):
+        raise NotImplementedError
+
+
 @delegate_names(SparseArray, ['npoints', 'density', 'fill_value',
                               'sp_values'],
                 typ='property')
-class SparseAccessor(PandasDelegate):
+class SparseAccessor(BaseAccessor, PandasDelegate):
     """
     Accessor for SparseSparse from other sparse matrix data types.
     """
 
-    def __init__(self, data=None):
-        self._validate(data)
-        # Store the Series since we need that for to_coo
-        self._parent = data
-
-    @staticmethod
-    def _validate(data):
+    def _validate(self, data):
         if not isinstance(data.dtype, SparseDtype):
-            msg = "Can only use the '.sparse' accessor with Sparse data."
-            raise AttributeError(msg)
+            raise AttributeError(self._validation_msg)
 
     def _delegate_property_get(self, name, *args, **kwargs):
-        return getattr(self._parent.values, name)
+        return getattr(self._parent.array, name)
 
     def _delegate_method(self, name, *args, **kwargs):
         if name == 'from_coo':
@@ -2025,3 +2079,188 @@ def to_coo(self, row_levels=(0, ), column_levels=(1, ), sort_labels=False):
                                                  column_levels,
                                                  sort_labels=sort_labels)
         return A, rows, columns
+
+    def to_dense(self):
+        """
+        Convert a Series from sparse values to dense.
+
+        .. versionadded:: 0.25.0
+
+        Returns
+        -------
+        Series:
+            A Series with the same values, stored as a dense array.
+
+        Examples
+        --------
+        >>> series = pd.Series(pd.SparseArray([0, 1, 0]))
+        >>> series
+        0    0
+        1    1
+        2    0
+        dtype: Sparse[int64, 0]
+
+        >>> series.sparse.to_dense()
+        0    0
+        1    1
+        2    0
+        dtype: int64
+        """
+        from pandas import Series
+        return Series(self._parent.array.to_dense(),
+                      index=self._parent.index,
+                      name=self._parent.name)
+
+
+class SparseFrameAccessor(BaseAccessor, PandasDelegate):
+    """
+    DataFrame accessor for sparse data.
+
+    .. versionadded :: 0.25.0
+    """
+
+    def _validate(self, data):
+        dtypes = data.dtypes
+        if not all(isinstance(t, SparseDtype) for t in dtypes):
+            raise AttributeError(self._validation_msg)
+
+    @classmethod
+    def from_spmatrix(cls, data, index=None, columns=None):
+        """
+        Create a new DataFrame from a scipy sparse matrix.
+
+        .. versionadded:: 0.25.0
+
+        Parameters
+        ----------
+        data : scipy.sparse.spmatrix
+            Must be convertible to csc format.
+        index, columns : Index, optional
+            Row and column labels to use for the resulting DataFrame.
+            Defaults to a RangeIndex.
+
+        Returns
+        -------
+        DataFrame
+            Each column of the DataFrame is stored as a
+            :class:`SparseArray`.
+
+        Examples
+        --------
+        >>> import scipy.sparse
+        >>> mat = scipy.sparse.eye(3)
+        >>> pd.DataFrame.sparse.from_spmatrix(mat)
+             0    1    2
+        0  1.0  0.0  0.0
+        1  0.0  1.0  0.0
+        2  0.0  0.0  1.0
+        """
+        from pandas import DataFrame
+
+        data = data.tocsc()
+        index, columns = cls._prep_index(data, index, columns)
+        sparrays = [
+            SparseArray.from_spmatrix(data[:, i])
+            for i in range(data.shape[1])
+        ]
+        data = dict(zip(columns, sparrays))
+        return DataFrame(data, index=index)
+
+    def to_dense(self):
+        """
+        Convert a DataFrame with sparse values to dense.
+
+        .. versionadded:: 0.25.0
+
+        Returns
+        -------
+        DataFrame
+            A DataFrame with the same values stored as dense arrays.
+
+        Examples
+        --------
+        >>> df = pd.DataFrame({"A": pd.SparseArray([0, 1, 0])})
+        >>> df.sparse.to_dense()
+           A
+        0  0
+        1  1
+        2  0
+        """
+        from pandas import DataFrame
+
+        data = {k: v.array.to_dense()
+                for k, v in compat.iteritems(self._parent)}
+        return DataFrame(data,
+                         index=self._parent.index,
+                         columns=self._parent.columns)
+
+    def to_coo(self):
+        """
+        Return the contents of the frame as a sparse SciPy COO matrix.
+
+        .. versionadded:: 0.20.0
+
+        Returns
+        -------
+        coo_matrix : scipy.sparse.spmatrix
+            If the caller is heterogeneous and contains booleans or objects,
+            the result will be of dtype=object. See Notes.
+
+        Notes
+        -----
+        The dtype will be the lowest-common-denominator type (implicit
+        upcasting); that is to say if the dtypes (even of numeric types)
+        are mixed, the one that accommodates all will be chosen.
+
+        e.g. If the dtypes are float16 and float32, dtype will be upcast to
+        float32. By numpy.find_common_type convention, mixing int64 and
+        and uint64 will result in a float64 dtype.
+        """
+        try:
+            from scipy.sparse import coo_matrix
+        except ImportError:
+            raise ImportError('Scipy is not installed')
+
+        dtype = find_common_type(self._parent.dtypes)
+        if isinstance(dtype, SparseDtype):
+            dtype = dtype.subtype
+
+        cols, rows, datas = [], [], []
+        for col, name in enumerate(self._parent):
+            s = self._parent[name]
+            row = s.array.sp_index.to_int_index().indices
+            cols.append(np.repeat(col, len(row)))
+            rows.append(row)
+            datas.append(s.array.sp_values.astype(dtype, copy=False))
+
+        cols = np.concatenate(cols)
+        rows = np.concatenate(rows)
+        datas = np.concatenate(datas)
+        return coo_matrix((datas, (rows, cols)), shape=self._parent.shape)
+
+    @property
+    def density(self):
+        """
+        Ratio of non-sparse points to total (dense) data points
+        represented in the DataFrame.
+        """
+        return np.mean([column.array.density
+                        for _, column in self._parent.iteritems()])
+
+    @staticmethod
+    def _prep_index(data, index, columns):
+        import pandas.core.indexes.base as ibase
+
+        N, K = data.shape
+        if index is None:
+            index = ibase.default_index(N)
+        if columns is None:
+            columns = ibase.default_index(K)
+
+        if len(columns) != K:
+            raise ValueError('Column length mismatch: {columns} vs. {K}'
+                             .format(columns=len(columns), K=K))
+        if len(index) != N:
+            raise ValueError('Index length mismatch: {index} vs. {N}'
+                             .format(index=len(index), N=N))
+        return index, columns

pandas/core/frame.py

@@ -36,6 +36,7 @@
                            PY36, raise_with_traceback, Iterator,
                            string_and_binary_types)
 from pandas.compat.numpy import function as nv
+from pandas.core.arrays.sparse import SparseFrameAccessor
 from pandas.core.dtypes.cast import (
     maybe_upcast,
     cast_scalar_to_array,
@@ -8009,6 +8010,7 @@ def isin(self, values):
     plot = CachedAccessor("plot", gfx.FramePlotMethods)
     hist = gfx.hist_frame
     boxplot = gfx.boxplot_frame
+    sparse = CachedAccessor("sparse", SparseFrameAccessor)
 
 
 DataFrame._setup_axes(['index', 'columns'], info_axis=1, stat_axis=0,