Something happened in prison to Omar El-Hussein, the 22-year-old identified by police as the gunman who killed two people in a weekend shooting spree in Copenhagen.

His transformation from small-time criminal to cold-blooded killer is fuelling a debate about whether a radicalised environment in Danish prisons is pushing smalltime gangsters into the arms of Islamic extremism.

A drab collection of four-storey buildings in a rough area of Copenhagen has become a potent symbol of Denmark's struggles with integrating Muslims in the wake of last week's attacks.

The Mjoelnerparken neighborhood was the home of 22-year-old Omar El-Hussein, the Danish-born man of Palestinian origin who is believed to have carried out the attacks that killed two people.

Crowds of mourners turned out Wednesday amid high security for the funeral of a Jewish man killed in the Copenhagen shooting spree as questions mounted about whether more could have been done to prevent the attacks.

Dan Uzan, a 37-year-old volunteer security guard, was killed outside Copenhagen's main synagogue in the second of two weekend shootings that sent jitters across Europe.

A Swedish cartoonist believed to have been the target of one of the deadly Copenhagen shootings said Tuesday that Danish police had underestimated the terrorist threat since January's Paris attacks.

"The attacker had good weapons, he had better weapons than the police," Lars Vilks, who has been forced into hiding since the weekend shootings, told AFP.

Prime Minister Benjamin Netanyahu's calls for Jewish emigration after anti-Semitic attacks have riled European leaders but come as no surprise given Israel's history as a refuge and a looming election, analysts say.

Netanyahu seized on the killing of a Jewish man in Denmark on Sunday to urge mass migration to the Jewish state.

Denmark's intelligence agency acknowledged Tuesday that the suspected gunman in the deadly Copenhagen shootings had been flagged up by prison authorities as being at risk of radicalization.

But it said there was no evidence that the suspect, identified as a 22-year-old Danish-born man with a history of criminal violence, had been planning attacks.

Tens of thousands of Danes have gathered for a torchlit vigil in Copenhagen to commemorate the victims of two shootings that shocked the nation and heightened fears of a new surge in anti-Semitic violence.

Stunned citizens in what is usually one of the world's most peaceful countries flocked to Monday's rally in a square near the cultural center where the first attack took place. Many held flaming torches aloft, illuminating the chilly winter night.

Some 30,000 people gathered in Copenhagen Monday to commemorate the victims of twin shootings that shocked the nation, with the Danish premier telling the crowd that an attack on the country's Jews was an attack on all of Denmark.

"Tonight I want to tell all Danish Jews: you are not alone. An attack on the Jews of Denmark is an attack on Denmark, on all of us," said Prime Minister Helle Thorning-Schmidt.

Dozens of bouquets of flowers were left Monday at the site in Copenhagen where the suspected gunman behind two fatal shootings at the weekend was killed by police.

An Agence France-Presse reporter saw several people laying flowers outside the building in the inner-city neighborhood of Noerrebro where Omar El-Hussein was shot dead.

Prime Minister Helle Thorning-Schmidt sought Monday to reassure Danish Jews after a deadly shooting at a synagogue in Copenhagen at the weekend.

She urged Jews not to emigrate despite a call from her Israeli counterpart Benjamin Netanyahu for European Jews to go to Israel following the twin attacks in the Danish capital.