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Weighted Average Assumptions used in Monte Carlo Simulation Valuation Model for Stock Options Granted (Detail) (Monte Carlo Simulation Valuation Model, USD $)	9 Months Ended
	Oct. 27, 2012
Monte Carlo Simulation Valuation Model
Share based Compensation Arrangement by Share based Payment Award, Fair Value Assumptions, Method Used [Line Items]
Risk free interest rate	4.00%
Contractual life	10 years
Expected volatility	58.00%
Expected dividend yield	5.00%
Weighted average fair value at grant date	$ 2.06

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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