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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
Dec. 31, 2012
Derivative [Line Items]    
Quoted market price on valuation date $ 2.02 $ 2.97
Contractual conversion rate $ 3.17 $ 3.74
Range of effective contractual conversion rates      
Contractual term to maturity 3 months 29 days 1 year 3 months 29 days
Implied expected term to maturity 3 months 29 days 1 year 2 months 27 days
Market volatility:    
Range of equivalent credit risk adjusted yields 0.67%  
Minimum [Member]
   
Market volatility:    
Range of volatilities 47.40% 31.30%
Range of equivalent volatilities 59.90% 38.60%
Contractual interest rate 8.00% 8.00%
Range of equivalent market risk adjusted interest rates 8.08% 9.00%
Range of equivalent credit risk adjusted yields   0.94%
Risk-free rates 0.01% 0.02%
Maximum [Member]
   
Market volatility:    
Range of volatilities 91.20% 64.03%
Range of equivalent volatilities 69.90% 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   1.03%
Risk-free rates 0.07% 0.16%