Debt - Healthcare Royalty Financing Agreement Narrative (Details) (USD $)	0 Months Ended		12 Months Ended
	Jul. 27, 2012	Jul. 18, 2011	Dec. 31, 2012		Dec. 31, 2011		Dec. 31, 2010
Debt Instrument [Line Items]
Long-term debt interest expense			$ 6,708,000		$ 5,562,000		$ 4,727,000
Common stock issued and sold to Healthcare Royalty, amount			101,000		65,000
Common stock issued and sold to Healthcare Royalty, shares			100,809,000		65,369,000
Warrant exercisable to Healthcare Royalty, shares		225,000
Warrant exercisable to Healthcare Royalty, (usd per share)		$ 9.00
Period For Warrant Term	5 years	10 years
Change in fair value of embedded derivatives			147,000		240,000		0
Embedded Derivative Liabilities [Member]
Debt Instrument [Line Items]
Fair value of embedded derivatives			992,000	[1]	845,000	[1]
Change in fair value			147,000		240,000
Common Stock Warrant Liabilities [Member]
Debt Instrument [Line Items]
Fair value of embedded derivatives			9,493,000	[2]	345,000	[3]
Healthcare Royalty Financing Agreement [Member]
Debt Instrument [Line Items]
Company closed royalty financing agreement		Jul. 18, 2011
Debt instrument, outstanding		30,000,000
Common stock issued and sold to Healthcare Royalty, amount		1,500,000
Common stock issued and sold to Healthcare Royalty, shares		388,601
Common stock issued and sold to Healthcare Royalty, (usd per share)		$ 3.86
Revenue interest rate		0.50%
Net product sales amount received		10,000,000
Number of fixed payments		3
Fixed payment for Jan 31, 2015		10,000,000
Fixed payment for Jan 31, 2016			10,000,000
Fixed payment for Jan 31, 2017			10,000,000
Fixed debt repayment dates		January 31, 2015, January 31, 2016 and January 31, 2017
Terminate payment base amount			75,000,000
Change in fair value					417,000
Aggregate net proceed from financing agreement		29,485,000
Financing discounts		476,000
Healthcare Royalty Financing Agreement [Member] | Embedded Derivative Liabilities [Member]
Debt Instrument [Line Items]
Financing discounts		605,000
Healthcare Royalty Financing Agreement [Member] | Common Stock Warrant Liabilities [Member]
Debt Instrument [Line Items]
Change in fair value			160,000		445,000
Financing discounts		790,000
Healthcare Royalty Financing Agreement [Member] | Scenario 1[Member]
Debt Instrument [Line Items]
Net product sales amount received		75,000,000
Terminate payment base amount			52,500,000
Borrowed internal rate of return			19.00%
Healthcare Royalty Financing Agreement [Member] | Scenario 1[Member] | Minimum [Member]
Debt Instrument [Line Items]
Revenue interest rate		5.00%
Healthcare Royalty Financing Agreement [Member] | Scenario 1[Member] | Maximum [Member]
Debt Instrument [Line Items]
Revenue interest rate		5.75%
Healthcare Royalty Financing Agreement [Member] | Scenario 2[Member]
Debt Instrument [Line Items]
Revenue interest rate		2.50%
Net product sales amount received		75,000,000
Terminate payment base amount			45,000,000
Borrowed internal rate of return			17.00%
Healthcare Royalty Financing Agreement [Member] | Scenario 3[Member]
Debt Instrument [Line Items]
Revenue interest rate		0.50%
Net product sales amount received		$ 150,000,000

[1] Embedded derivative liabilities measured at fair value using various discounted cash flow valuation models are included as a component of other long-term liabilities on the consolidated balance sheets. The assumptions used in the discounted cash flow valuation models include: (a) management's revenue projections and a revenue sensitivity analysis based on possible future outcomes; (b) probability weighted net cash flows based on the likelihood of Healthcare Royalty receiving interest payments over the term of the financing agreement; (c) probability of bankruptcy; (d) weighted average cost of capital that included the addition of a company specific risk premium to account for uncertainty associated with the Company achieving future cash flows; (e) the probability of a change in control occurring during the term of the Healthcare Royalty financing agreement; and (f) the probability of an exercise of the embedded derivative instruments. The significant unobservable inputs used in measuring the fair value of the embedded derivatives are management's revenue projections. Significant decreases in these significant inputs would result in a higher fair value measurement.

[2] Common stock warrants are measured at fair value using the Black-Scholes option pricing valuation model and the assumptions identified in (4) below. The following additional assumptions were used in the Black-Scholes option pricing valuation model to measure the fair value of the warrants sold in the July 2012 Offering: (a) management's projections regarding the probability of the occurrence of an extraordinary event that would require cash settlement of the warrants; and for the valuation scenario in which an extraordinary event occurs, (b) an expected volatility rate equal to the lesser of 40% and the 180-day volatility rate obtained from the HVT function on Bloomberg as of the trading day immediately following the public announcement of an extraordinary transaction. Significant increases in the probability of an extraordinary event occurring would result in a significantly lower fair value measurement.

[3] Common stock warrants are measured at fair value using the Black-Scholes option pricing valuation model. The assumptions used in the Black-Scholes option pricing valuation model were: (a) a risk-free interest rate based on the rates for U.S. Treasury zero-coupon bonds with maturities similar to those of the remaining contractual term of the warrants; (b) an assumed dividend yield of zero based on the Company's expectation that it will not pay dividends in the foreseeable future; (c) an expected term based on the remaining contractual term of the warrants; and (d) given the Company's lack of relevant historical data due to the Company's limited historical experience, an expected volatility based upon the Company's historical volatility, supplemented with historical volatility of comparable companies whose share prices have been publicly available for a sufficient period of time. The significant unobservable input used in measuring the fair value of the warrant liabilities is the expected volatility. Significant increases in the volatility would result in a higher fair value measurement.