Olof Palme, the leader of the Social Democratic Party was an ardent opponent of apartheid.
He was gunned down on a Stockholm street on February 28, 1986, after leaving a cinema with his wife, Lisbet.
A man in an overcoat approached the couple from behind, drew a Smith & Wesson revolver and shot the premier in the back.
Dr Robert Smit and his wife, Jean-Cora, were assassinated in November 1977 at their home on the East Rand. He was the National Party candidate for Springs in the run-up to the whites-only general election that year.
The Truth and Reconciliation Commission found there was little doubt the government was involved in the killings.
Roy Allen, 54, said on Wednesday he was prepared to co-operate with a private investigating team in South Africa about his alleged involvement in the Palme assassination.
Travelled to Stockholm
Allen is overseas at present. His details were leaked to the Swedish press on Wednesday after a South African investigating team had tried to protect his identity.
The latest information, uncovering travel and accommodation invoices for Allen, shows he appears to have travelled through England and Denmark to Sweden between February 24 to 29, 1986.
He reportedly spent the night of February 27, 1986, in the Wellington Hotel in Stockholm, but not the following night. That was the night of Palme's murder.
A top-secret military intelligence (MI, now defence intelligence) document says the assassination attempt was approved at "highest levels of authority" under the PW Botha regime.
Allen appears to have spent the night of February 29, 1986 in Holland before returning to South Africa.
In 1997, Allen's name cropped up as a chief suspect in the murder of Smit and his wife.
At the time, he said he was no murderer and, although a member of the security police, he never committed any actions "coming close to murder".
The present sponsored probe into Palme's murder is being conducted jointly with Swedish police.
The South African investigating team, in collaboration with Swedish police, appears to have agreed to exchange information about the murder for R1m.
A total of R400 000 has been paid, with the provision that the rest will follow on disclosure of the remaining evidence.
Palme's role in the anti-apartheid movement, coupled with the fact that Sweden carried 50% of African National Congress expenses, and his sympathy with the organisation had rendered him "an enemy of the state", says a 1985 MI report.
"Previous proposed action against Mr Palme should receive urgent attention," says the report.
It asks for the necessary authority from the state security council for the action.
A next instruction, reportedly handed over by MI's operational arm to the "Longreach managing director" (a name for an operation to eliminate foreign enemies of the state), confirms that "the primary target for operation is 'OP' (Olof Palme)".
Former navy officer Ponnie van Vuuren, who is conducting the latest probe, said on Wednesday he was dumbfounded that the government had not reacted to the "undisputed evidence".
A foreign affairs spokesperson confirmed on Wednesday that the government was investigating the latest developments.
Agnetha Blidberg of the Palme investigating team in Stockholm declined on Wednesday to comment on the latest allegations, saying the probe was confidential.
"It is difficult to test the information, since we only have photocopies of documentation."