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Derivative Financial Instruments (Details 2) (Monte carlo simulations [Member], Senior Convertible Notes [Member], USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2013	Dec. 31, 2012
Significant assumptions utilized in valuation technique
Quoted market price on valuation date	$ 3.26	$ 2.97
Contractual conversion rate	$ 3.17	$ 3.74
Contractual term to maturity	1 year 29 days	1 year 3 months 29 days
Implied expected term to maturity		1 year 2 months 27 days
Minimum [Member]
Significant assumptions utilized in valuation technique
Implied expected term to maturity	11 months 23 days
Market volatility:
Range of volatilities	33.60%	31.30%
Range of equivalent volatilities	37.30%	38.60%
Contractual interest rate	8.00%	8.00%
Range of equivalent market risk adjusted interest rates	8.02%	9.00%
Range of equivalent credit risk adjusted yields	1.47%	0.94%
Risk-free rates	0.04%	0.02%
Maximum [Member]
Significant assumptions utilized in valuation technique
Implied expected term to maturity	11 months 27 days
Market volatility:
Range of volatilities	72.00%	64.03%
Range of equivalent volatilities	47.90%	45.00%
Contractual interest rate	9.00%	9.00%
Range of equivalent market risk adjusted interest rates	9.08%	9.10%
Range of equivalent credit risk adjusted yields	1.13%	1.03%
Risk-free rates	0.14%	0.16%

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- Definition

Derivative financial instruments fair value assumptions contractual conversion rate.

+ References

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Derivative financial instruments fair value assumptions contractual interest rate.

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- Definition

Derivative financial instruments fair value assumptions credit risk adjusted yield rate range of rates.

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- Definition

Derivative financial instruments fair value assumptions market risk adjusted rate range of rates.

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- Definition

Derivative financial instruments fair value assumptions quoted market price.

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- Definition

Derivative financial instruments fair value contractual term to maturity.

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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

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=7578670&loc=d3e19207-110258

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- Definition

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

+ References

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

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

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

+ References

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

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Weighted average expected volatility of stock price.

+ References

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-Topic 820

-SubTopic 10

-Section 50

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