As WisNeuro said, the statistics support that mental illness and violence do not relate to each other in any different way than violence and 'normal' populations. If you look for dangerous spots, you can find them- substance users have increased impulsivity, forensic settings, etc Or, take for instance child custody cases with the 'normal' people.
I've found the VA to be completely safe across inpatient units I've worked on (Acute and four different residential) to outpatient. As a woman you're likely more safe, particularly in groups. If you're pregnant, that increases substantially based on my experiences in a few VAs in the midwest. Vets are protective, as Jmiah mentions. Other settings (homebased intensive outpatient for acute psychiatric, hospital transition teams, independent practice, community mental health in office, etc.) are like I described above and not increasingly dangerous... because the statistics show that the relationship between mental illness and violence is just not different.