Security has been stepped up in Riyadh
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Saudi Arabia has gone on the offensive against Islamic militants after Saturday's suicide bombing in Riyadh.
Officials say a number of arrests have been made since the blast, which left 17 dead and 120 injured.
King Fahd vowed on Monday that anyone threatening security in the kingdom would be hit "with an iron fist".
A Saudi-owned weekly magazine says it has received an email from a member of al-Qaeda claiming responsibility and threatening more attacks in the Gulf.
London-based al-Majalla said the email came from a purported al-Qaeda operative Abu Muhammad al-Ablaj, known as Abu Bakr, who was "in regular contact" with the publication.
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VIOLENT WEEK IN THE KINGDOM
3 Nov: Police kill two 'militants' in Mecca, capture six
6 Nov: Two al-Qaeda suspects blow themselves up in Mecca in shoot-out with police
6 Nov: Riyadh police shoot dead third suspect from Mecca
8 Nov: US diplomatic missions closed amid "terrorist threat"
9 Nov: Compound attacked
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The Saudi authorities and the United States have already pointed the finger of blame at al-Qaeda, whose goals include overthrowing the Saudi monarchy and expelling US forces.
In a reference to the high number of Arabs, Muslims and children affected by the blast, Abu Bakr reportedly said that "killing those who work and live with Americans is permitted" by religious edicts.
The Saudi Islamic affairs minister, Saleh bin Abdul-Aziz bin Mohammad al-Sheikh, said there was no religious justification for the attack.
"This is flagrant aggression against Islam, the people of Islam, in the land of Islam and during this (holy) month (of Ramadan)," he said on state television.
Investigation
BBC Middle East correspondent Paul Wood, who is in Riyadh, says the authorities have issued almost no official statement on the progress of the investigation.
Senior security sources told the BBC that they thought six people had been detained, though most of those had been released, while "one main suspect" remained in custody.
However, there was confusion when the interior minister, Prince Nayef bin Abdul Aziz told the official Saudi Press Agency that "there have been no arrests of anyone up to now".
Western embassies and residential compounds are now adding to their defences against a similar attack.
The US embassy remains closed to the public and diplomats say it is likely to stay shut at least until Friday.
On Monday, American diplomatic staff were allowed to leave Riyadh's heavily-guarded diplomatic quarter for the first time since the attack.
'No dialogue'
Speaking on a visit to Tunisia, Prince Nayef denied reports that mediation was taking place between militants and the government through the good offices of Saudi clerics.
''We will not hold any dialogue with them other than with the rifle and the sword," Prince Nayef is quoted by SPA as saying.
The mediation initiative is led by Dr Mohsen al-Awaji, who has warned that the use of violence for political goals was threatening to plunge Saudi Arabia into a Muslim civil war.
US Deputy Secretary of State Richard Armitage said earlier during a visit to Riyadh that al-Qaeda was trying to topple the Saudi royal family and the pro-Western government.
He expressed Washington's determination to work more closely with the Saudi authorities to fight terrorism.
The BBC's Middle East correspondent says the Saudi royal family has been showing signs of extreme unease after the attack which killed Muslims and Arabs during the holy month of Ramadan.
The compound that was hit - the Muhaya compound - is within sight of some of Riyadh's royal palaces, he adds.