$categories = get_categories();
foreach($categories as $c) {
echo '<h2>'. $c->name . '</h2>';
$posts = get_posts(array( 'category' => $c->term_id, 'numberposts' => 5 ));
foreach($posts as $post) {
echo $post->post_title;
}
?>
<a href="https://wordpress.stackexchange.com/questions/70590/<?php echo get_category_link($c->term_id);?>">
View all posts in <?php echo $c->name;?>
</a>
<?php
}