calculating asset and asset volatility in Merton

I have simulated paths of equity values and now i need to simultaneously solve for Asset and asset volatility in order to calculate distance to default values
relations as in Black-Scholes Merton model:
E=A N(d1) – e^(-r(T-t) K N(d2)
E*σE =N(d1) σA *A
how can do that in R knowing that equity values and Equity volatility are matrices.

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