Simple ranges
In hyperref 2012/11/06 v6.83m the encapsulating command will be repeated, if it is not explicitly given for the closing range entry. Then both Makeindex and xindy should be happy in case of simple ranges:
\index{...|(}
\index{...|)}
The .idx file will contain hyperpage in both cases.
Formatting commands
From the manual page of xindy:
For raw index entries in LaTeX syntax, \index{aaa|bbb} is
interpreted differently. For MakeIndex bbb is markup that is
output as a LaTeX tag for this page number. For xindy, this is a
location attribute, an abstract identifier that will be later
associated with markup that should be output for that attribute.
For straight-forward usage, when bbb is textbf or similar,
we supply location attribute definitions that mimic MakeIndex's
behaviour.
For more complex usage, when bbb is not an identifier, no such
compatibility definitions exist and may also not been created with
current xindy. In particular, this means that by default the
LaTeX package hyperref will create raw index files that cannot
be processed with xindy. This is not a bug, this is the
unfortunate result of an intented incompatibility. It is currently
not possible to get both hyperref's index links and use xindy.
A similar situation is reported to exist for the memoir LaTeX
class.
Programmers who know Common Lisp and Lex and want to work on a
remedy should please contact the author.
Ad 3.
Easy, hyperref index redefinitions are suppressed by
\usepackage[hyperindex=false]{hyperref}
Maybe there is a way to insert \hyperpage for linked page numbers in xindy.
Minimal page range
Xindy make page ranges starting with three consecutive page numbers. This can changed by setting :min-page-range to 1 (default is 2). The following file mypagerange.xdy also includes page-ranges.xdy that contains the definition of the range separator:
; File mypagerange.xdy
(require "page-ranges.xdy")
(define-location-class "arabic-page-numbers"
("arabic-numbers") :min-range-length 1)
Then xindy is called with option -M mypagerange.xdy.
It appears that latexmk can't detect that an idx file has been written via the imakeidx package so "makeindex" isn't run. I placed "makeindex" in quotes because what latexmk actually runs is determined by a Perl variable, $makeindex, and that can be changed in a configuration file. As far as I can tell, if latexmk could detect that the idx file was created via the log file one need only set the $makeindex variable to run splitindex (which splits the index and runs makeindex on each split) with the appropriate argument. I'd get in touch with John Collins, the maintainer of latexmk, and discuss the what has to be done with him.
PS: the splitindexmk engine for TeXShop that I wrote is really a fudge that takes advantage of the fact that latexmk does nothing. Basically it first runs pdflatexmk (an TeXShop engine using latexmk), then splitindex and finally a single run of pdflatex with appropriate options so that TeXShop can sync properly and also Go
Best Answer
This should work and, apart from
\usepackageinstead of an option to\documentstylehas always been the method also in LaTeX209.Check what the undefined command is, it would be very strange if it were
\index.For multiple indices there is a choice between a few packages:
I wouldn't recommend index that's not as customizable as the last two ones. The advantages of imakeidx over splitidx are that it can compile automatically all indices during the LaTeX run and that it's compatible with idxlayout that extends its customization possibilities. It also supports
xindy(as splitidx does). (Disclaimer: I'm one of the authors of imakeidx.)