[MRG]: Connected components, update to sparsetools backport

The cs_graph_components that was in util was out of date and incorrect.

I've updated the backport, and cleaned up the previous csgraph backport at the same time.
In addition, I've renamed the mst folder to sparsetools, which is where one would 'expect' these functions to be.

While this PR now affects more than just the proposed EAC algorithm (See PR#1830), this update is required for that PR to happen.

(This is me fixing the mess I made in issue #2037)

TODO (ALL DONE)

- [x] Have to run tests with an older version of scipy 
- [x] Testing for `connected_components.py`
- [x] pep8 for test_spanning_tree.py