Motivated by problems from compressed sensing, we determine the threshold behaviour of a random
$n\times d \pm 1$
matrix
$M_{n,d}$
with respect to the property ‘every
$s$
columns are linearly independent’. In particular, we show that for every
$0\lt \delta \lt 1$
and
$s=(1-\delta )n$
, if
$d\leq n^{1+1/2(1-\delta )-o(1)}$
then with high probability every
$s$
columns of
$M_{n,d}$
are linearly independent, and if
$d\geq n^{1+1/2(1-\delta )+o(1)}$
then with high probability there are some
$s$
linearly dependent columns.