Note 10 - Fair Value Measurement (Detail) - Fair Value of Liabilities Measured On A Recurring Basis (USD $)	Mar. 31, 2013		Dec. 31, 2012
Derivatives: (1) (2)
Derivative liability Fair Value	$ 12,880,262	[1],[2]	$ 8,574,921	[1],[3]
Conversion Feature Liability [Member] | Fair Value, Inputs, Level 1 [Member]
Derivatives: (1) (2)
Derivative liability Fair Value	0	[1],[2]	0	[1],[3]
Conversion Feature Liability [Member] | Fair Value, Inputs, Level 2 [Member]
Derivatives: (1) (2)
Derivative liability Fair Value	0	[1],[2]	0	[1],[3]
Conversion Feature Liability [Member] | Fair Value, Inputs, Level 3 [Member]
Derivatives: (1) (2)
Derivative liability Fair Value	4,517,537	[1],[2]	2,287,323	[1],[3]
Conversion Feature Liability [Member]
Derivatives: (1) (2)
Derivative liability Fair Value	4,517,537	[1],[2]	2,287,323	[1],[3]
Warrant Liability [Member] | Fair Value, Inputs, Level 1 [Member]
Derivatives: (1) (2)
Derivative liability Fair Value	0	[1],[2]	0	[1],[3]
Warrant Liability [Member] | Fair Value, Inputs, Level 2 [Member]
Derivatives: (1) (2)
Derivative liability Fair Value	0	[1],[2]	0	[1],[3]
Warrant Liability [Member] | Fair Value, Inputs, Level 3 [Member]
Derivatives: (1) (2)
Derivative liability Fair Value	8,362,725	[1],[2]	6,287,598	[1],[3]
Warrant Liability [Member]
Derivatives: (1) (2)
Derivative liability Fair Value	8,362,725	[1],[2]	6,287,598	[1],[3]
Fair Value, Inputs, Level 1 [Member]
Derivatives: (1) (2)
Derivative liability Fair Value	0	[1],[2]	0	[1],[3]
Fair Value, Inputs, Level 2 [Member]
Derivatives: (1) (2)
Derivative liability Fair Value	0	[1],[2]	0	[1],[3]
Fair Value, Inputs, Level 3 [Member]
Derivatives: (1) (2)
Derivative liability Fair Value	$ 12,880,262	[1],[2]	$ 8,574,921	[1],[3]

[1] The fair value at the measurement date is equal to their carrying value on the balance sheet.

[2] The fair value of the derivative instruments was estimated using the Income Approach and the Black Scholes option pricing model with the following assumptions for the three months ended March 31, 2013.

[3] The fair value of the derivative instruments was estimated using the Black Scholes option pricing model with the following assumptions for the year ended December 31, 2012.