convert nan value to zero

How about nan_to_num()?

Where A is your 2D array:

import numpy as np
A[np.isnan(A)] = 0

The function isnan produces a bool array indicating where the NaN values are. A boolean array can by used to index an array of the same shape. Think of it like a mask.

You could use np.where to find where you have NaN:

import numpy as np

a = np.array([[   0,   43,   67,    0,   38],
              [ 100,   86,   96,  100,   94],
              [  76,   79,   83,   89,   56],
              [  88,   np.nan,   67,   89,   81],
              [  94,   79,   67,   89,   69],
              [  88,   79,   58,   72,   63],
              [  76,   79,   71,   67,   56],
              [  71,   71,   np.nan,   56,  100]])

b = np.where(np.isnan(a), 0, a)

In [20]: b
Out[20]: 
array([[   0.,   43.,   67.,    0.,   38.],
       [ 100.,   86.,   96.,  100.,   94.],
       [  76.,   79.,   83.,   89.,   56.],
       [  88.,    0.,   67.,   89.,   81.],
       [  94.,   79.,   67.,   89.,   69.],
       [  88.,   79.,   58.,   72.,   63.],
       [  76.,   79.,   71.,   67.,   56.],
       [  71.,   71.,    0.,   56.,  100.]])

This should work:

from numpy import *

a = array([[1, 2, 3], [0, 3, NaN]])
where_are_NaNs = isnan(a)
a[where_are_NaNs] = 0

In the above case where_are_NaNs is:

In [12]: where_are_NaNs
Out[12]: 
array([[False, False, False],
       [False, False,  True]], dtype=bool)