Derivatives And Fair Value Measurements (Narrative) (Details) (USD $)	Mar. 30, 2013	Jan. 01, 2011 Y	Jun. 28, 2008	Apr. 08, 2011 Treasury Rate Lock Hedge Contracts [Member]	Mar. 30, 2013 Interest Rate Swaps [Member]	Sep. 29, 2012 Interest Rate Swaps [Member]	Jun. 28, 2008 Interest Rate Swaps [Member]	Jun. 28, 2008 First Interest Rate Swaps Contracts [Member] Rate	Jun. 28, 2008 Second Interest Rate Swaps Contracts [Member] Rate	Jun. 28, 2008 Third Interest Rate Swaps Contracts [Member] Rate	Mar. 30, 2013 Malaysian Operations [Member] Forward Contracts [Member]	Sep. 29, 2012 Malaysian Operations [Member] Forward Contracts [Member]	Mar. 30, 2013 Senior Notes [Member]	Sep. 29, 2012 Senior Notes [Member]
Derivatives And Fair Value Measurements [Line Items]
Senior Notes													$ 175,000,000	$ 175,000,000
Notional amount of forward exchange contracts											49,500,000
Foreign Currency Contract, Asset, Fair Value Disclosure											400,000	1,100,000
Proceeds from settlement of treasury rate lock contracts				2,300,000
Amortization period of treasury rate lock settlement, years		7
Fixed interest rate								4.415%	4.49%	4.435%
Notional amount of interest rate swap contracts							150,000,000
Conversion of variable rate term loan into fixed rate debt			150,000,000
Interest Rate Cash Flow Hedge Derivative at Fair Value, Net					(100,000)	(1,700,000)
Notional Amount of Interest Rate Cash Flow Hedge Derivatives	$ 75,000,000