The set of injective (surjective) linear transformations is dense in $\mathcal{L}(\mathbb{R}^{n},\mathbb{R}^{m})$ if $n\leq m$ (if $n\geq m$).
I don't know how to show this. If $A_{1}$ is the set of injective linear transformations and $A_{2}$ is the set of surjective linear transformations, I shown that $A_{1}$ and $A_{2}$ are open sets in $\mathcal{L}(\mathbb{R}^{n},\mathbb{R}^{m})$. This a previous questions so, I think that I should use it, but I don't have any idea. Thanks for any hint.
First assume $m=n$. Let $\mathcal I(\mathbf R^n, \mathbf R^n)$ be all the injective linear maps taking $\mathbf R^n$ to $\mathbf R^n$. One can identify $\mathcal L(\mathbf R^n, \mathbf R^n)$ with $M_n(\mathbf R)$ after choosing a basis for $\mathbf R^n$. Under this identification, $\mathcal I(\mathbf R^n, \mathbf R^n)$ corresponds to the complement of $\det^{-1}(0)\subseteq M_n(\mathbf R)$, where $\det:M_n(\mathbf R)\to \mathbf R$ is the determinant map. Since $\det$ is a polynomial map, it's zero-set has empty interior (in fact it has measure $0$). Thus $\mathcal I(\mathbf R^n, \mathbf R^n)\cong M_n(\mathbf R)\setminus \det^{-1}(0)$ is dense in $\mathcal L(\mathbf R^n, \mathbf R^n)$.
Now let $m\geq n$. Let $T:\mathbf R^n\to \mathbf R^m$ be an arbitrary linear map. We will show that there are injective linear maps $\mathbf R^n\to \mathbf R^m$ which are arbitrarily close to $T$. Let $V$ be an $n$-dimensional subsapce of $\mathbf R^m$ which contains the image of $T$. Identify $V$ with $\mathbf R^n$. Applying what we have already proved, we see that there are indeed linear map $S:\mathbf R^n\to V\cong \mathbf R^n\subseteq \mathbf R^m$ which are arbitrarily close to $T$ and we are done.