A-Z index for categories and subcategories

i'd like to have A-Z index in multiple columns (responsive) for categories and subcategories: site has a lot of audio files, i.e. recordings of poetry readings: each reading is assigned to one or several poets - each poet has his or her category.

now the index should show all readings alphabetically sorted by poet's names and above the index there should be an alphabetical navigation row. it could look like that: http://www.frontlineshop.com/marken-men/

any idea for a simple solution, a plugin which could solve that?