Fair Value of Warrants Using Black-Scholes Option Pricing Model (Detail) (USD $)	6 Months Ended	12 Months Ended
Jun. 30, 2013	Dec. 31, 2012
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Fair Value	$ 325,000	$ 354,000
Series B Warrants
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Market price of common stock:	$ 4.81	$ 4.39
Exercise price:	$ 3.50	$ 3.50
Remaining contractual life (years):	3 months 29 days	9 months 29 days
Dividend yield:	0.00%	0.00%
Expected volatility:	35.78%	51.41%
Risk-free interest rate:	0.05%	0.13%
Fair Value	301,000	319,000
Underwriter Warrants
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Market price of common stock:	$ 4.81	$ 4.39
Exercise price:	$ 4.80	$ 4.80
Remaining contractual life (years):	1 year 2 months 5 days	1 year 8 months 5 days
Dividend yield:	0.00%	0.00%
Expected volatility:	40.63%	61.26%
Risk-free interest rate:	0.18%	0.21%
Fair Value	$ 24,000	$ 35,000

Fair Value Of Warrants Issued

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- Definition

Agreed upon price for the exchange of the underlying asset.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

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- Definition

Expected dividends to be paid to holders of the underlying shares or financial instruments (expressed as a percentage of the share or instrument's price).

+ References

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- Definition

Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

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- Definition

Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price.

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Risk-free interest rate assumption used in valuing an instrument.

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- Definition

Price of a single share of a number of saleable stocks of a company.

+ References

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