Derivative Financial Instruments - Significant Assumptions Utilized in Valuation Technique (Detail) (Monte Carlo Simulations [Member], Senior Convertible Notes [Member], USD $)	12 Months Ended
	Dec. 31, 2013
Derivative [Line Items]
Quoted market price on valuation date	$ 2.02
Contractual conversion rate	$ 3.17
Range of effective contractual conversion rates
Contractual term to maturity	3 months 29 days
Implied expected term to maturity	3 months 29 days
Market volatility:
Range of equivalent credit risk adjusted yields	0.67%
Minimum [Member]
Market volatility:
Range of volatilities	47.40%
Range of equivalent volatilities	59.90%
Contractual interest rate	8.00%
Range of equivalent market risk adjusted interest rates	8.08%
Risk-free rates	0.01%
Maximum [Member]
Market volatility:
Range of volatilities	91.20%
Range of equivalent volatilities	69.90%
Contractual interest rate	9.00%
Range of equivalent market risk adjusted interest rates	9.08%
Risk-free rates	0.07%