Cylindrical holography has received widespread attention due to its unique 360° viewing zone. To achieve commercial quality requirements, introducing stochastic gradient descent (SGD) is a potential approach for computer-generated cylindrical holography (CGCH). However, SGD applied to CGCH suffers from both slow convergence speed and unstable convergence, severely impacting its application. To address these issues, a preloaded SGD method with skip connection is proposed for fast calculation of cylindrical holograms in this paper. Preloaded-SGD (PSGD) exhibits a significant enhancement in convergence speed compared to the conventional SGD. Furthermore, the skip connection prevents oscillations from occurring by directly connecting the input and output, which is highly beneficial for obtaining high-quality holograms in the later stages of convergence. Numerical simulations demonstrate the effectiveness of our proposed method. PSGD with skip connection(SC-PSGD) achieves a 6.3-fold acceleration over conventional SGD. Notably, our proposed method has broad application prospects in cylindrical holographic displays and 3D displays.