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Summary of Significant Accounting Policies (Black-Scholes option-pricing model) (Details)	12 Months Ended
	Feb. 03, 2013	Jan. 29, 2012	Jan. 30, 2011
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions and Methodology [Abstract]
Risk-free interest rate	1.20%	2.00%	3.10%
Assumed volatility	27.00%	27.30%	26.40%
Assumed dividend yield	2.30%	2.70%	2.90%
Assumed lives of options	5 years	5 years	5 years

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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