Modern X-ray grazing incidence imaging telescope consists of a large number of conical surfaces pressed from cylindrical surfaces. In order to test figure error of the cylinder surface, the design of computer generated hologram (CGH) is achieved. Combined with the design and production process of CGH, we study the substrate surface figure error of CGH, etching duty cycle, etching position and etching depth. The cylindrical surfaces were tested in the X-ray telescope using the ZYGO interferometer and CGH. The results show that the figure error of cylinder surfaces meets the requirements of the mirrors of X-ray telescope.