Norwegian mass killer Anders Breivik is cooperating with interrogators, police said on Saturday, but they declined to confirm media reports he had plans to attack the royal palace and Labour Party headquarters.

Describing himself as an anti-Islam crusader, Breivik has confessed to the July 22 bombing in Oslo and shooting spree on a nearby island that together killed 77 people, many of them teenagers, in the worst attack in Norway since World War Two.

Police said Breivik was interrogated for 10 hours on Friday, verifying details from previous questioning and answering new questions.

"He explains himself well and is more than willing to talk about the events," police attorney Paal-Fredrik Hjort Kraby told a news conference on Saturday.

Newspaper Verdens Gang reported that Breivik had the palace and Labour headquarters on his hit list, in addition to the strikes he carried out on the government and Labour's political youth camp at Utoeya, some 45 km (28 miles) from Oslo.

"We can't comment on that. We've said in general that he has said he was interested in other targets that would be of natural interest to a terrorist," Kraby said.

In a 1,500 page manifesto, published online just before the attacks, Breivik explained that the fertiliser bomb he made was both complex and time-consuming to create.

The Norwegian Police Security Service has said Breivik probably acted alone, doubting his statements that he was a member of a wider group of "Knights Templar" with two more units in Norway and several abroad.

On Friday, Norway held the two first funerals, both attended by members of the government, and memorial ceremonies in churches, mosques and non-religious gatherings around the small country of just under five million people. – Reuters