For each n, let An = (σij) be an n × n deterministic matrix and let Xn = (Xij) be an n × n random matrix with i.i.d. centered entries of unit variance. We study the asymptotic behavior of the empirical spectral distribution µ Y n of the rescaled entry-wise product Yn = 1 √ n σijXij. For our main result we provide a deterministic sequence of probability measures µn, each described by a family of Master Equations, such that the difference µ Y n − µn converges weakly in probability to the zero measure. A key feature of our results is to allow some of the entries σij to vanish, provided that the standard deviation profiles An satisfy a certain quantitative irreducibility property. An important step is to obtain quantitative bounds on the solutions to an associate system of Schwinger-Dyson equations, which we accomplish in the general sparse setting using a novel graphical bootstrap argument.