Create index in alphabetical order with Wordpress categories

I need to create an index with the Wordpress categories, but I do not know how to do it. I can list the categories in alphabetical order, but I need to divide them by letters. For example: THE Ana will love .... B bob Bernabe ... W Cristina Claudio ... Does anyone know how I can do this?

Hello friends,

I found a code on the internet that listed the categories using the highlighted initial letter. The problem I face with it is that it does not show accented characters, an interrogation appears.

<?php
$param_type = 'category__in'; //  e.g. tag__in, category__in
$args       = array(
'orderby' => 'name',
'order' => 'ASC'
);
$categories = get_categories($args);
if ($categories) {
$first_letter     = null;
$group_per_column = 2;
$i                = 0;
$ic               = 0;
foreach ($categories as $category) {
    $category_letter = strtoupper(substr($category->name, 0, 1));

    if ($first_letter != $category_letter) {
        if ($i % $group_per_column == 0) {
            if ($first_letter != '')
                echo '</ul></li></ul></div>' . $parent_ul;
            $first_letter = $category_letter;
            $i += 1;
            $ic += 1;
            echo "<div class=\"wrap column_$ic\"><ul class=\"category_list\"><li class=\"$category_letter\"><h2> - $i $category_letter - </h2>";
            echo '<ul>';
        } else {
            if ($first_letter != '')
                echo '</ul></li></ul>' . $parent_ul;
            $first_letter = $category_letter;
            $i += 1;
            echo "<ul class=\"category_list\"><li class=\"$category_letter\"><h2> - $i $category_letter - </h2>";
            echo '<ul>';
        }
    }
    $args     = array(
        "$param_type" => $category->id,
        'post_status' => 'publish',
        'posts_per_page' => -1,
        'orderby' => 'name',
        'order' => 'ASC'
    );
    $my_query = null;
    $my_query = new WP_Query($args);
    if ($my_query->have_posts()) {
        echo '<li><a href="' . get_category_link($category->term_id) . '" title="' . $category->name . '">' . $category->name . '</a></li>';
    }
}
echo '</ul></li></ul></div>';
}
wp_reset_query();
?>