Some male cats will do this even tho neutered. As others have suggested, as long as he isn't harming the dog it is a normal thing. Has your Yorkie been spayed? How does the Yorkie react? Does she bite at him? growl? run away? run to you?
If it's really excessive and the Yorkie is really bothered, you might spray cat with water. If that doesn't work, remove him and give him a "time out" in another room for 5 mins. If cat goes right back after dog, rattle a can with pennies at him, and/or stomp your feet at him and tell him "No" sternly. You may have to keep your cat separated from Yorkie during times you can't supervise. Let us know how things work out.
"We humans are indeed fortunate if we happen to be chosen to be owned by a cat." -- Anonymous