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Derivative Financial Instruments and Risk Management - Schedule of Impact of the Derivative Instruments in the Condensed Consolidated Financial Statements (Detail) - Cash Flow Hedge [Member] - USD ($) $ in Thousands	3 Months Ended
	May 02, 2020	May 04, 2019	Jan. 31, 2020
Cross Currency Interest Rate Contract [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of Gain Recognized in OCI on Derivative	$ (58)	$ 149
Location of Gain Reclassified from Accumulated OCI into Income (Expense)	Other Income (Expense)
Amount of Gain Reclassified from Accumulated OCI into Income (Expense)	$ 43	$ 185
Cross Currency Interest Rate Swap [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional Amount	4,489		$ 4,489
Fair Value Derivatives, Liability	192		250
Interest Rate Swap [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional Amount	8,250		8,250
Fair Value Derivatives, Liability	$ 202		$ 96

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Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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