Fix nonzero of a SparseArray

doc/source/whatsnew/v0.24.0.txt

@@ -1353,6 +1353,7 @@ Sparse
 - Bug in ``DataFrame.groupby`` not including ``fill_value`` in the groups for non-NA ``fill_value`` when grouping by a sparse column (:issue:`5078`)
 - Bug in unary inversion operator (``~``) on a ``SparseSeries`` with boolean values. The performance of this has also been improved (:issue:`22835`)
 - Bug in :meth:`SparseArary.unique` not returning the unique values (:issue:`19595`)
+- Bug in ``SparseArray.nonzero`` and `SparseDataFrame.dropna` returning shifted/invalid results (:issue:`21172`)
 
 Build Changes
 ^^^^^^^^^^^^^

pandas/tests/sparse/frame/test_frame.py

@@ -1350,3 +1350,11 @@ def test_assign_with_sparse_frame(self):
 
         for column in res.columns:
             assert type(res[column]) is SparseSeries
+
+    def test_dropna(self):
+        tm.assert_sp_frame_equal(
+            pd.SparseDataFrame({"F2": [0, 1]}),
+            pd.SparseDataFrame(
+                {"F1": [float('nan'), float('nan')], "F2": [0, 1]}
+            ).dropna(axis=1, inplace=False, how='all')
+        )

pandas/tests/sparse/test_array.py

@@ -0,0 +1,23 @@
+import numpy as np
+
+import pandas as pd
+from pandas.util import testing as tm
+
+
+class TestSparseArray(object):
+
+    def test_nonzero(self):
+        sa = pd.SparseArray([
+            float('nan'),
+            float('nan'),
+            1, 0, 0,
+            2, 0, 0, 0,
+            3, 0, 0
+        ])
+        tm.assert_numpy_array_equal(np.array([2, 5, 9], dtype=np.int32),
+                                    sa.nonzero()[0])
+
+        sa = pd.SparseArray(
+            [0, 0, 1, 0, 0, 2, 0, 0, 0, 3, 0, 0])
+        tm.assert_numpy_array_equal(np.array([2, 5, 9], dtype=np.int32),
+                                    sa.nonzero()[0])