\printindex starts a theindex environment, which by default calls \twocolumn, which - and this causes your problem - starts a new page. The following should do the trick:
\cleardoublepage
\pdfbookmark[0]{\indexname}{idx}
\printindex
(You could also simply include the index in your table of contents.)
Here is a possible solution. I show it with sections, it should be easy to adapt to your setting.
(1) I define a counter and step it each time a new section is started with the \Section command, which defines a unique command holding the section's title and whose name depends on the value of the counter.
(2) I get copies of the relevant indexing commands and patch them: \Index requires \@Index which in turn requires \@Wrindex; \@Wrindex is the heart of the process, because it writes the entry in the .idx file. So I patch it in such a way that it immediately writes the current value of the counter. Here \protected@iwrite is the same as \protected@write, but does an \immediate\write instead of the usual delayed \write, since we don't need the page number which is known only during the output routine.
(3) The real \Index command is a wrapper around a useful function of makeindex, usually employed for "See…".
(4) We pass makeindex the -s raphink option, where raphink.ist is a style file containing only
delim_0 ""
that will not add a comma after an entry.
Now a command such as \Index{Veni Sancte Spiritus} in the "January 1st" section will write
\indexentry{Veni Sancte Spiritus|transform}{1}
in the .idx file (assuming that 1 is the current value of the counter). If we write also \Index{Veni Sancte Spiritus} on Pentecost, we'll have an entry such as
\indexentry{Veni Sancte Spiritus|transform}{150}
Processing with makeindex -s raphink (done automatically by imakeidx) will give the following in the .ind file:
\item Veni Sancte Spiritus \transform{1, 150}
The macro \transform reads the comma separated list and splits it using then the commands \csname cursec1\endcsname and \csname cursec150\endcsname that contain the correct section titles.
The implementation
Here are the macros in a sample document.
\begin{filecontents*}{raphink.ist}
delim_0 ""
\end{filecontents*}
\documentclass[a4paper]{report}
\usepackage{etoolbox}
\newcounter{indexcnt}
\newcommand\Section[1]{%
\stepcounter{indexcnt}%
\expandafter\gdef\csname cursec\theindexcnt\endcsname{#1}%
\section{#1}}
\usepackage{imakeidx}
\makeindex[options=-s raphink]
\makeatletter
\let\@Index\@index
\patchcmd{\@Index}{\@wrindex}{\@Wrindex}{}{}
\let\@Wrindex\@wrindex
\patchcmd{\@Wrindex}{\thepage}{\theindexcnt}{}{}
\let\xIndex\index
\patchcmd{\xIndex}{\@index}{\@Index}{}{}
\patchcmd{\xIndex}{\@index}{\@Index}{}{}
\let\protected@iwrite\protected@write
\patchcmd{\protected@iwrite}{\write}{\immediate\write}{}{}
\patchcmd{\@Wrindex}{\protected@write}{\protected@iwrite}{}{}
\makeatother
\newcommand{\Index}[1]{\xIndex{#1|transform}}
\newcommand{\transform}[1]{\forcsvlist\decodesec{#1}}
\newcommand{\decodesec}[1]{, \csname cursec#1\endcsname}
\begin{document}
\chapter{Christmas}
\Section{January 1st}
...
Veni Sancte Spiritus\Index{Veni Sancte Spiritus}
...
\chapter{Easter}
\Section{Pentecost}
...
Veni Sancte Spiritus\Index{Veni Sancte Spiritus}
...
\printindex
\end{document}
Best Answer
You can give imakeidx the
originaloption, if you don't like using multicol for balancing the columns in the final index page. The package supports multiple indices, with possibly different number of columns.(Disclaimer: I'm one of the authors.)