You can pass a numpy array or matrix as an argument when initializing a sparse matrix. For a CSR matrix, for example, you can do the following.
>>> import numpy as np
>>> from scipy import sparse
>>> A = np.array([[1,2,0],[0,0,3],[1,0,4]])
>>> B = np.matrix([[1,2,0],[0,0,3],[1,0,4]])
>>> A
array([[1, 2, 0],
[0, 0, 3],
[1, 0, 4]])
>>> sA = sparse.csr_matrix(A) # Here's the initialization of the sparse matrix.
>>> sB = sparse.csr_matrix(B)
>>> sA
<3x3 sparse matrix of type '<type 'numpy.int32'>'
with 5 stored elements in Compressed Sparse Row format>
>>> print sA
(0, 0) 1
(0, 1) 2
(1, 2) 3
(2, 0) 1
(2, 2) 4
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