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Teachings on Shiva and Shivling by Swami Karapatri

Shiva as the undivided principle is worshipped in the linga. His more manifest aspects are represented in anthropomorphic images. All other deities are part of a multiplicity and are thus worshipped in images.

The symbol of the Supreme Man (Purusha), the formless, the changeless, the all-seeing eye, is the symbol of masculinity, the phallus or linga. The symbol of the power that is Nature, generatrix of all that exists, is the female organ, the yoni.
Swami Karpatri

Pleasure dwells in sex organ (upastha), in the cosmic linga and yoni whose union is the essence of enjoyment. in the world also all love, all lust, all desire is a search of enjoyment. Things are desired for the pleasure they contain. Divinity is the object of love because it is pure enjoyment (Swami Karapatri - Lingo-pasans-rahasya page 153)

Shiva Purana says this about Shivling

The distinctive sign through which it is possible to recognize the nature of someone is called a Linga (Shivling) (Shiva Purana 1.16.106) (More quotes from Puranas)

Story of Shivling at Mahakaleshwar Temple