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Note 10 - Stock Based Compensation (Detail) - Fair Values of Stock Options Granted Estimated Using the Black-Scholes Option Pricing Model	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Expected life (in years)	3 years 343 days
Minimum [Member]
Risk-free interest rate	1.09%	2.29%	0.80%
Expected volatility	80.80%	72.20%	71.50%
Expected life (in years)	5 years		2 years 328 days
Expected forfeiture rate	0.00%
Maximum [Member]
Risk-free interest rate	2.97%	2.97%	3.24%
Expected volatility	82.30%	81.00%	85.80%
Expected life (in years)	6 years 3 months	6 years 3 months	6 years 6 months
Expected forfeiture rate	7.50%	0.00%	0.00%
Expected dividend yield	0.00%	0.00%	0.00%

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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