With single cell data, gene expression data from each cell is considered a dimension. So you end up with something in the range of 20-30k genes and possibly thousands of cells (~25k x thousands matrix). I don't think the technology is at the scale of hundreds of thousands of cells yet. So I am not sure if this package will handle 100k-1m dimensions.
I happen to have some super high-dimensional data (~100k-1m dimensions), which takes a huge amount of time to work with because i have to custom write everything, and i notice they claim all their underlying functions use sparse matrix representations. Have you tried it in a very high dimensional context?