  The parkerite-type ternary chalcogenide Bi$_2$Rh$_3$Se$_2$ was discovered to
be a charge density wave (CDW) superconductor. However, there was a debate on
whether the observed phase transition at 240 K could be attributed to the
formation of CDW order. To address the issue, we performed optical spectroscopy
and ultrafast pump-probe measurements on single crystal samples of
Bi$_2$Rh$_3$Se$_2$. Our optical conductivity measurement reveals clearly the
formation of an energy gap with associated spectral change only at low
energies, yielding strong evidence for a CDW phase transition at 240 K. Time
resolved pump-probe measurement provides further support for the CDW phase
transition. The amplitude and relaxation time of quasiparticles extracted from
the photoinduced reflectivity show strong enhancement near transition
temperature, yielding further evidence for the CDW energy gap formation.
Additionally, a collective mode is identified from the oscillations in the
pump-probe time delay at low temperature. This mode, whose frequency decreases
gradually at elevated temperature, could be naturally attributed to the
amplitude mode of CDW state.
