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Weighted Average Assumptions used in Black-Scholes Option Valuation Model for Stock Options Granted (Detail) (Black-Scholes Option Valuation Model, USD $)	3 Months Ended		9 Months Ended
	Oct. 27, 2012	Oct. 29, 2011	Oct. 27, 2012	Oct. 29, 2011
Black-Scholes Option Valuation Model
Share based Compensation Arrangement by Share based Payment Award, Fair Value Assumptions, Method Used [Line Items]
Risk free interest rate	1.00%	2.00%	1.00%	2.00%
Expected life	5 years	5 years	5 years	5 years
Expected volatility	58.00%	58.00%	57.00%	58.00%
Expected dividend yield	3.00%	4.00%	4.00%	4.00%
Weighted average fair value at grant date (with the exception of Lisa Harper's 100,000 stock options granted in March 2012 that are subject to the performance condition)	$ 3.55	$ 3.01	$ 3.50	$ 2.42

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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