Only way is with a switch mode converter, not particularly practical for a novice, generally it's easier to just use the right supply to begin with, if oyu need -12/+12 rails you can use a PC power supply though the negative rail generally can only source a few hundred ma.
I would just use a DC / DC converter along these lines. They are quite common from a host of manufacturers. For example the MGW301212 in the link has a 9 to 18 volt input and a -12 / +12 volt output. They have input / output isolation so you would run your -5 to +5 in giving a 10 volt DC input and providing a -12 Com +12 volt output. Again, you do not mention current?
As mentioned, the ideal solution would be a power supply around what you actually need.
Look at a MAX232. You can generate a 12V rail from a 7812 linear reg. Likewise generate the 5V from a 7805 (see TI.COM) then generate the negative rails using the charge pump. This is the simplest way at this sort of current
You want + / - 12 volts. You never stated the current requirement? Now you mention an audio amplifier and again no mention of the current you need? You want a DC / DC converter and there is no way to say anymore unless you provide how much current you will need at + / - 12 volts. Supply voltage alone for an audio amp isn't enough as you do not mention the power? Additionally, the available current at the source ( + / - 5 volts) needs to be known.
Anyway, sorry about that. I would still be considering a nice small DC / DC converter like I linked to. Building one is not, as mentioned, an easily done task. However, your call as less than 10 mA is not much current required.
I selected the DC-DC converter circuit using Maxim product Max 1683.
By using this data sheet We can construct the Tripler circuit ,that means it will produce the output DC +15V from input +5V.But I need negative DC -15V also
.[The another Maxim product max680 it will give the output DC +/-10 V from the input DC +/-5 V.]
How can I convert the positive voltage to negative voltage?